+4,118.7%
CSX vs VO
+799.0%
+3,319.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | +1.3% |
| 7D | -2.7% | -3.3% | +0.6% | +0.7% |
| 30D | +7.0% | -1.8% | +8.9% | +9.0% |
| 3M | -0.3% | -3.4% | +3.1% | +3.1% |
| 6M | +13.5% | +3.0% | +10.5% | +9.7% |
| YTD | +41.5% | +10.7% | +30.8% | +26.8% |
| 1Y | +45.8% | +11.8% | +34.0% | +29.3% |
| 3Y | +74.4% | +60.4% | +14.0% | +5.3% |
| 5Y | +53.6% | +33.6% | +20.0% | +10.2% |
| 10Y | +465.6% | +202.0% | +263.7% | +69.7% |
| All | +4,118.7% | +799.0% | +3,319.7% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling