+487.4%
CSX vs VRSK
+126.1%
+361.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.9% | -5.2% | +4.2% | +1.4% |
| 30D | -2.0% | -2.3% | +0.3% | -1.3% |
| 3M | +3.6% | -2.9% | +6.5% | +3.7% |
| 6M | +22.0% | -12.8% | +34.8% | +27.5% |
| YTD | +36.3% | -20.8% | +57.1% | +48.3% |
| 1Y | +50.9% | -33.2% | +84.1% | +79.4% |
| 3Y | +69.2% | -26.6% | +95.7% | +83.8% |
| 5Y | +69.2% | -11.3% | +80.6% | +58.6% |
| All | +487.4% | +126.1% | +361.4% | +205.1% |
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