+67.9%
CSX vs VSXY
+37.4%
+30.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -3.4% | -14.0% | +10.6% | -2.1% |
| 30D | -3.1% | -15.9% | +12.8% | -1.7% |
| 3M | +7.2% | +3.4% | +3.8% | +6.3% |
| 6M | +16.2% | +25.9% | -9.7% | +11.5% |
| YTD | +37.5% | +39.5% | -1.9% | +30.2% |
| 1Y | +53.2% | +194.4% | -141.1% | +32.9% |
| 3Y | +68.2% | +281.4% | -213.2% | +34.4% |
| 5Y | +65.2% | +12.8% | +52.5% | +45.0% |
| All | +67.9% | +37.4% | +30.6% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling