+76.9%
CSX vs VSXY
+93.0%
-16.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | +6.0% | -1.7% | +7.7% | +6.1% |
| 30D | +7.8% | +20.1% | -12.3% | +5.9% |
| 3M | +4.1% | +16.6% | -12.5% | +2.3% |
| 6M | +17.9% | +134.9% | -117.0% | +6.4% |
| YTD | +44.9% | +96.0% | -51.1% | +32.6% |
| 1Y | +51.1% | +203.8% | -152.6% | +31.6% |
| 3Y | +78.3% | +465.3% | -387.1% | +37.3% |
| 5Y | +58.1% | +106.3% | -48.2% | +33.7% |
| All | +76.9% | +93.0% | -16.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling