+65.1%
CSX vs VRSK
-10.8%
+75.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -0.6% | -5.4% | +4.8% | +0.7% |
| 30D | -3.2% | -1.8% | -1.5% | -3.0% |
| 3M | +2.6% | -2.2% | +4.8% | +2.5% |
| 6M | +19.8% | -14.9% | +34.7% | +24.4% |
| YTD | +34.7% | -20.0% | +54.7% | +42.3% |
| 1Y | +52.1% | -33.1% | +85.3% | +71.8% |
| 3Y | +68.4% | -25.6% | +94.1% | +77.3% |
| 5Y | +65.1% | -10.1% | +75.2% | +54.5% |
| All | +65.1% | -10.8% | +75.9% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling