+74.5%
CSX vs VST
+229.5%
-155.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.8% | -2.1% |
| 7D | -2.7% | -19.9% | +17.2% | -2.0% |
| 30D | +7.0% | -29.7% | +36.7% | +8.3% |
| 3M | -0.3% | -19.6% | +19.3% | +0.1% |
| 6M | +13.5% | -29.4% | +42.9% | +14.6% |
| YTD | +41.5% | -29.7% | +71.2% | +42.6% |
| 1Y | +45.8% | -40.0% | +85.8% | +48.0% |
| All | +74.5% | +229.5% | -155.0% | +48.7% |
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