+79.5%
CSX vs VRSK
-11.3%
+90.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.1% | -2.4% | +5.5% | +3.3% |
| 30D | +9.7% | +16.8% | -7.1% | +8.3% |
| 3M | +4.9% | +14.7% | -9.8% | +3.6% |
| 6M | +18.4% | +24.7% | -6.4% | +15.8% |
| YTD | +45.9% | -7.0% | +52.9% | +48.4% |
| 1Y | +50.0% | -2.1% | +52.1% | +50.9% |
| All | +79.5% | -11.3% | +90.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling