+504.6%
CSX vs VSH
+169.0%
+335.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.6% | -0.4% |
| 7D | -3.4% | +4.1% | -7.4% | -4.5% |
| 30D | -3.1% | -4.2% | +1.1% | -2.4% |
| 3M | +7.2% | -50.0% | +57.1% | +26.7% |
| 6M | +16.2% | +80.2% | -64.0% | -11.4% |
| YTD | +37.5% | +121.1% | -83.5% | -3.0% |
| 1Y | +53.2% | +112.0% | -58.8% | +8.5% |
| 3Y | +68.2% | +22.5% | +45.7% | +37.6% |
| 5Y | +65.2% | +64.0% | +1.2% | +16.4% |
| All | +504.6% | +169.0% | +335.5% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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