+57.2%
CSX vs VST
+571.1%
-513.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.4% | +3.5% |
| 7D | +0.1% | -15.7% | +15.9% | +1.2% |
| 30D | +9.7% | -17.0% | +26.7% | +10.7% |
| 3M | +2.3% | -15.9% | +18.2% | +3.0% |
| 6M | +17.1% | -25.0% | +42.1% | +18.7% |
| YTD | +44.9% | -25.1% | +70.0% | +46.3% |
| 1Y | +47.1% | -34.9% | +82.0% | +50.2% |
| 3Y | +78.6% | +252.7% | -174.1% | +29.9% |
| 5Y | +57.2% | +582.3% | -525.1% | -1.4% |
| All | +57.2% | +571.1% | -513.9% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling