+52.0%
CSX vs VO
+36.2%
+15.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +0.6% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | +6.8% | +0.5% | +6.3% | +6.3% |
| 3M | +0.7% | -1.0% | +1.7% | +1.4% |
| 6M | +13.3% | +6.4% | +6.8% | +7.4% |
| YTD | +40.5% | +13.6% | +26.9% | +26.5% |
| 1Y | +44.7% | +14.5% | +30.2% | +29.4% |
| 3Y | +74.5% | +67.2% | +7.3% | +15.7% |
| 5Y | +52.0% | +36.1% | +15.9% | +15.1% |
| All | +52.0% | +36.2% | +15.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling