+1,621.4%
CSX vs VYM
+490.6%
+1,130.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +0.1% |
| 7D | -2.2% | -0.7% | -1.5% | -1.4% |
| 30D | +6.8% | +2.5% | +4.3% | +3.8% |
| 3M | +0.7% | -1.2% | +1.9% | +2.1% |
| 6M | +13.3% | +5.9% | +7.4% | +5.7% |
| YTD | +40.5% | +15.4% | +25.1% | +18.7% |
| 1Y | +44.7% | +18.8% | +25.8% | +18.0% |
| 3Y | +74.5% | +73.8% | +0.7% | -9.7% |
| 5Y | +52.0% | +70.5% | -18.5% | -19.4% |
| 10Y | +412.6% | +203.2% | +209.5% | +37.4% |
| All | +1,621.4% | +490.6% | +1,130.8% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling