+65.1%
CSX vs VYM
+76.9%
-11.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -0.6% | -1.0% | +0.4% | +0.5% |
| 30D | -3.2% | -2.0% | -1.2% | -1.1% |
| 3M | +2.6% | +3.1% | -0.5% | -0.7% |
| 6M | +19.8% | +8.9% | +10.9% | +9.3% |
| YTD | +34.7% | +14.7% | +19.9% | +16.2% |
| 1Y | +52.1% | +19.4% | +32.7% | +25.8% |
| 3Y | +68.4% | +65.4% | +3.0% | -2.1% |
| 5Y | +65.1% | +77.6% | -12.5% | -11.0% |
| All | +65.1% | +76.9% | -11.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling