+72.2%
CSX vs VST
+372.0%
-299.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.7% |
| 7D | -3.4% | +8.9% | -12.3% | -3.8% |
| 30D | -3.1% | +6.2% | -9.3% | -3.4% |
| 3M | +7.2% | -2.7% | +9.9% | +7.2% |
| 6M | +16.2% | -8.4% | +24.5% | +16.4% |
| YTD | +37.5% | -7.2% | +44.7% | +37.5% |
| 1Y | +53.2% | -20.9% | +74.1% | +54.0% |
| All | +72.2% | +372.0% | -299.7% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling