+453.6%
CSX vs VST
+1,175.7%
-722.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.3% |
| 7D | -3.4% | +8.9% | -12.3% | -4.8% |
| 30D | -3.1% | +6.2% | -9.3% | -4.1% |
| 3M | +7.2% | -2.7% | +9.9% | +7.1% |
| 6M | +16.2% | -8.4% | +24.5% | +16.7% |
| YTD | +37.5% | -7.2% | +44.7% | +37.1% |
| 1Y | +53.2% | -20.9% | +74.1% | +55.7% |
| 3Y | +68.2% | +384.0% | -315.8% | -2.7% |
| 5Y | +65.2% | +757.1% | -691.8% | -22.1% |
| All | +453.6% | +1,175.7% | -722.1% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling