+409.0%
CSX vs VMC
+136.9%
+272.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.2% |
| 30D | +8.1% | +17.7% | -9.6% | +0.9% |
| 3M | +2.2% | +1.1% | +1.1% | +1.4% |
| 6M | +14.6% | +1.8% | +12.8% | +12.7% |
| YTD | +42.2% | +1.5% | +40.7% | +38.9% |
| 1Y | +47.3% | -1.1% | +48.5% | +45.5% |
| 3Y | +73.5% | +38.8% | +34.8% | +45.4% |
| 5Y | +54.1% | +49.6% | +4.6% | +22.7% |
| 10Y | +409.0% | +130.6% | +278.4% | +210.7% |
| All | +409.0% | +136.9% | +272.1% | +210.7% |
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