+50.0%
CSX vs VSXY
+199.0%
-149.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.2% |
| 7D | +3.1% | -1.6% | +4.7% | +3.1% |
| 30D | +9.7% | +17.8% | -8.1% | +9.0% |
| 3M | +4.9% | +12.5% | -7.6% | +4.4% |
| 6M | +18.4% | +124.7% | -106.4% | +11.1% |
| YTD | +45.9% | +93.2% | -47.3% | +38.5% |
| 1Y | +50.0% | +195.6% | -145.7% | +39.3% |
| All | +50.0% | +199.0% | -149.1% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling