+67.1%
CSX vs VRSK
-25.7%
+92.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -0.6% | -5.4% | +4.8% | -0.1% |
| 30D | -3.2% | -1.8% | -1.5% | -3.1% |
| 3M | +2.6% | -2.2% | +4.8% | +2.6% |
| 6M | +19.8% | -14.9% | +34.7% | +22.3% |
| YTD | +34.7% | -20.0% | +54.7% | +39.1% |
| 1Y | +52.1% | -33.1% | +85.3% | +63.9% |
| All | +67.1% | -25.7% | +92.9% | +71.2% |
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