+418.4%
CSX vs VYM
+206.0%
+212.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.1% | +3.3% | -0.2% | -0.6% |
| 30D | +9.7% | +3.8% | +5.9% | +5.3% |
| 3M | +4.9% | -0.4% | +5.3% | +5.4% |
| 6M | +18.4% | +7.1% | +11.2% | +9.3% |
| YTD | +45.9% | +17.1% | +28.8% | +22.0% |
| 1Y | +50.0% | +18.4% | +31.6% | +23.9% |
| 3Y | +78.0% | +74.5% | +3.5% | -6.0% |
| 5Y | +59.2% | +72.5% | -13.4% | -14.6% |
| All | +418.4% | +206.0% | +212.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling