+67.8%
CSX vs VO
+42.6%
+25.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | -3.1% | -0.3% | -2.7% | -2.8% |
| 3M | +7.2% | +2.9% | +4.2% | +4.6% |
| 6M | +16.2% | +9.3% | +6.8% | +8.0% |
| YTD | +37.5% | +14.2% | +23.4% | +23.4% |
| 1Y | +53.2% | +15.3% | +38.0% | +36.4% |
| 3Y | +68.2% | +56.2% | +12.0% | +17.6% |
| All | +67.8% | +42.6% | +25.2% | +21.7% |
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