+483.2%
CSX vs VST
+929.5%
-446.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.4% | +4.7% |
| 7D | +0.1% | -15.7% | +15.9% | +2.5% |
| 30D | +9.7% | -17.0% | +26.7% | +12.0% |
| 3M | +2.3% | -15.9% | +18.2% | +4.0% |
| 6M | +17.1% | -25.0% | +42.1% | +20.7% |
| YTD | +44.9% | -25.1% | +70.0% | +48.1% |
| 1Y | +47.1% | -34.9% | +82.0% | +53.7% |
| 3Y | +78.6% | +252.7% | -174.1% | +9.3% |
| 5Y | +57.2% | +582.3% | -525.1% | -23.5% |
| 10Y | +479.2% | +1,076.6% | -597.4% | +164.8% |
| All | +483.2% | +929.5% | -446.4% | +163.2% |
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 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