+449.7%
V vs CSX
+440.0%
+9.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.5% |
| 7D | +2.2% | -5.5% | +7.7% | +4.7% |
| 30D | +13.6% | +4.9% | +8.7% | +11.1% |
| 3M | +14.3% | -2.9% | +17.1% | +15.5% |
| 6M | +33.1% | +8.3% | +24.8% | +27.7% |
| YTD | +21.2% | +36.7% | -15.5% | +4.2% |
| 1Y | +26.4% | +41.5% | -15.1% | +7.0% |
| 3Y | +77.6% | +68.6% | +9.0% | +35.7% |
| 5Y | +102.6% | +48.4% | +54.2% | +61.6% |
| All | +449.7% | +440.0% | +9.7% | +233.5% |
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