+56.4%
V vs CSX
+68.2%
-11.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -1.7% | -3.4% | +1.7% | -0.8% |
| 30D | +2.0% | -3.1% | +5.0% | +2.8% |
| 3M | +17.4% | +7.2% | +10.2% | +14.9% |
| 6M | +17.5% | +16.2% | +1.3% | +12.0% |
| YTD | +7.6% | +37.5% | -30.0% | -2.9% |
| 1Y | +7.7% | +53.2% | -45.5% | -6.5% |
| All | +56.4% | +68.2% | -11.8% | +29.3% |
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