+1,584.9%
CSX vs VYM
+492.8%
+1,092.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -0.5% | -2.5% | -2.5% |
| 3M | +7.2% | +3.0% | +4.1% | +3.4% |
| 6M | +16.2% | +8.2% | +8.0% | +5.8% |
| YTD | +37.5% | +15.8% | +21.7% | +15.7% |
| 1Y | +53.2% | +20.8% | +32.4% | +22.4% |
| 3Y | +68.2% | +65.3% | +3.0% | -7.6% |
| 5Y | +65.2% | +76.6% | -11.4% | -16.1% |
| 10Y | +504.1% | +203.9% | +300.2% | +61.5% |
| All | +1,584.9% | +492.8% | +1,092.1% | +121.4% |
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