+53.6%
CSX vs VO
+33.1%
+20.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | +0.5% |
| 7D | -2.7% | -3.3% | +0.6% | 0.0% |
| 30D | +7.0% | -1.8% | +8.9% | +8.6% |
| 3M | -0.3% | -3.4% | +3.1% | +2.4% |
| 6M | +13.5% | +3.0% | +10.5% | +10.6% |
| YTD | +41.5% | +10.7% | +30.8% | +30.0% |
| 1Y | +45.8% | +11.8% | +34.0% | +32.9% |
| 3Y | +74.4% | +60.4% | +14.0% | +19.5% |
| 5Y | +53.6% | +33.6% | +20.0% | +18.5% |
| All | +53.6% | +33.1% | +20.5% | +18.5% |
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