+487.4%
CSX vs VNQ
+64.0%
+423.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -0.9% | -1.3% | +0.3% | -0.1% |
| 30D | -2.0% | -2.6% | +0.6% | -0.2% |
| 3M | +3.6% | -2.0% | +5.6% | +5.0% |
| 6M | +22.0% | +4.3% | +17.7% | +18.2% |
| YTD | +36.3% | +9.2% | +27.0% | +27.8% |
| 1Y | +50.9% | +5.6% | +45.3% | +44.9% |
| 3Y | +69.2% | +30.8% | +38.3% | +37.5% |
| 5Y | +69.2% | +8.0% | +61.3% | +56.6% |
| All | +487.4% | +64.0% | +423.4% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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