+16.2%
CSX vs VTR
+5.6%
+10.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | -3.1% | -2.4% | -0.6% | -2.4% |
| 3M | +7.2% | +14.8% | -7.6% | +1.4% |
| 6M | +16.2% | +5.3% | +10.8% | +13.5% |
| All | +16.2% | +5.6% | +10.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 6mo: compounded portfolio wealth divided by compounded VTR 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…
6mo analysis · Full analysis span regression · 6 months rolling