+427.3%
CSX vs VMC
+159.8%
+267.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -5.5% | +0.5% | -6.0% | -5.8% |
| 30D | +4.9% | +15.8% | -10.9% | -1.4% |
| 3M | -2.9% | +0.6% | -3.4% | -3.4% |
| 6M | +8.3% | -4.0% | +12.4% | +9.2% |
| YTD | +36.7% | -0.3% | +37.0% | +34.6% |
| 1Y | +41.5% | -0.5% | +42.0% | +39.3% |
| 3Y | +68.6% | +39.6% | +29.1% | +40.7% |
| 5Y | +48.4% | +50.1% | -1.6% | +17.8% |
| All | +427.3% | +159.8% | +267.6% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling