+68.6%
CSX vs VSXY
+450.7%
-382.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.5% |
| 7D | -5.5% | +11.8% | -17.4% | -6.3% |
| 30D | +4.9% | +25.9% | -21.0% | +3.1% |
| 3M | -2.9% | +15.5% | -18.4% | -4.1% |
| 6M | +8.3% | +109.7% | -101.4% | +0.6% |
| YTD | +36.7% | +99.5% | -62.7% | +27.0% |
| 1Y | +41.5% | +197.5% | -156.0% | +26.3% |
| 3Y | +68.6% | +453.3% | -384.6% | +34.9% |
| All | +68.6% | +450.7% | -382.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling