+427.3%
CSX vs VST
+1,112.0%
-684.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.6% | -13.9% | -5.0% |
| 7D | -5.5% | -9.8% | +4.3% | -4.4% |
| 30D | +4.9% | -25.1% | +30.1% | +9.0% |
| 3M | -2.9% | -11.6% | +8.7% | -2.1% |
| 6M | +8.3% | -20.9% | +29.3% | +10.6% |
| YTD | +36.7% | -22.3% | +59.0% | +38.8% |
| 1Y | +41.5% | -32.0% | +73.5% | +46.7% |
| 3Y | +68.6% | +262.4% | -193.8% | +1.9% |
| 5Y | +48.4% | +563.4% | -514.9% | -27.7% |
| All | +427.3% | +1,112.0% | -684.7% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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