+10,056.0%
CSX vs VMC
+3,538.2%
+6,517.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -0.7% |
| 7D | -2.7% | +1.9% | -4.6% | -3.5% |
| 30D | +7.0% | +14.7% | -7.7% | +1.0% |
| 3M | -0.3% | -0.3% | 0.0% | -0.5% |
| 6M | +13.5% | -1.7% | +15.2% | +13.2% |
| YTD | +41.5% | +0.7% | +40.8% | +38.9% |
| 1Y | +45.8% | +0.9% | +44.9% | +42.8% |
| 3Y | +74.4% | +40.5% | +33.9% | +46.7% |
| 5Y | +53.6% | +51.5% | +2.1% | +23.5% |
| 10Y | +465.6% | +166.5% | +299.1% | +238.4% |
| All | +10,056.0% | +3,538.2% | +6,517.8% | +2,140.9% |
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