+78.4%
V vs CSX
+73.0%
+5.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | +9.5% | +6.8% | +2.7% | +7.6% |
| 3M | +16.7% | +0.7% | +16.0% | +16.4% |
| 6M | +32.9% | +13.3% | +19.7% | +28.1% |
| YTD | +21.1% | +40.5% | -19.4% | +8.5% |
| 1Y | +26.6% | +44.7% | -18.0% | +12.3% |
| 3Y | +78.4% | +74.5% | +3.9% | +49.5% |
| All | +78.4% | +73.0% | +5.4% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling