+25.0%
V vs CSX
+51.7%
-26.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -0.4% | +3.1% | -3.4% | -0.7% |
| 30D | +6.3% | +9.7% | -3.4% | +5.3% |
| 3M | +17.2% | +4.9% | +12.2% | +16.6% |
| 6M | +29.2% | +18.4% | +10.9% | +27.1% |
| YTD | +20.8% | +45.9% | -25.1% | +14.3% |
| 1Y | +25.0% | +50.0% | -25.0% | +17.1% |
| All | +25.0% | +51.7% | -26.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling