+418.4%
CSX vs VRSK
+160.9%
+257.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.1% | -2.4% | +5.5% | +4.2% |
| 30D | +9.7% | +16.8% | -7.1% | +1.9% |
| 3M | +4.9% | +14.7% | -9.8% | -2.4% |
| 6M | +18.4% | +24.7% | -6.4% | +4.3% |
| YTD | +45.9% | -7.0% | +52.9% | +46.6% |
| 1Y | +50.0% | -2.1% | +52.1% | +46.2% |
| 3Y | +78.0% | -11.4% | +89.4% | +75.6% |
| 5Y | +59.2% | -1.2% | +60.4% | +43.2% |
| All | +418.4% | +160.9% | +257.4% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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