+454.5%
V vs CSX
+416.0%
+38.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +9.7% | +8.1% | +1.7% | +6.0% |
| 3M | +17.3% | +2.2% | +15.1% | +15.9% |
| 6M | +33.2% | +14.6% | +18.6% | +24.7% |
| YTD | +21.3% | +42.2% | -20.9% | +2.5% |
| 1Y | +27.3% | +47.3% | -20.0% | +5.8% |
| 3Y | +76.1% | +73.5% | +2.6% | +32.8% |
| 5Y | +103.5% | +54.1% | +49.3% | +59.5% |
| 10Y | +454.5% | +409.0% | +45.5% | +222.8% |
| All | +454.5% | +416.0% | +38.5% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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