+9,772.3%
CSX vs VMC
+3,246.6%
+6,525.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.5% |
| 7D | -3.4% | -4.3% | +0.9% | -1.6% |
| 30D | -3.1% | -8.2% | +5.2% | +0.3% |
| 3M | +7.2% | -7.0% | +14.2% | +9.7% |
| 6M | +16.2% | -10.8% | +26.9% | +20.7% |
| YTD | +37.5% | -7.4% | +44.9% | +40.0% |
| 1Y | +53.2% | -9.5% | +62.7% | +57.2% |
| 3Y | +68.2% | +20.5% | +47.8% | +50.8% |
| 5Y | +65.2% | +51.6% | +13.7% | +32.9% |
| 10Y | +504.1% | +150.0% | +354.1% | +270.9% |
| All | +9,772.3% | +3,246.6% | +6,525.6% | +2,159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling