+1,293.8%
CSX vs VRSK
+623.8%
+670.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.1% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +7.2% | +3.5% | +3.7% | +4.4% |
| 6M | +16.2% | -13.4% | +29.5% | +21.7% |
| YTD | +37.5% | -16.5% | +54.1% | +45.4% |
| 1Y | +53.2% | -30.6% | +83.8% | +76.7% |
| 3Y | +68.2% | -21.9% | +90.1% | +77.7% |
| 5Y | +65.2% | -6.3% | +71.5% | +54.9% |
| 10Y | +504.1% | +133.1% | +371.1% | +257.7% |
| All | +1,293.8% | +623.8% | +670.0% | +417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling