+427.3%
CSX vs VO
+196.6%
+230.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.2% |
| 7D | -5.5% | -2.6% | -3.0% | -3.2% |
| 30D | +4.9% | -0.9% | +5.9% | +5.8% |
| 3M | -2.9% | -3.0% | +0.2% | -0.1% |
| 6M | +8.3% | +2.2% | +6.1% | +5.7% |
| YTD | +36.7% | +10.6% | +26.2% | +23.6% |
| 1Y | +41.5% | +12.5% | +29.0% | +25.7% |
| 3Y | +68.6% | +61.4% | +7.2% | +4.4% |
| 5Y | +48.4% | +33.4% | +15.0% | +10.1% |
| All | +427.3% | +196.6% | +230.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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