+67.0%
CSX vs VSXY
+96.5%
-29.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.5% |
| 7D | -5.5% | +11.8% | -17.4% | -6.5% |
| 30D | +4.9% | +25.9% | -21.0% | +2.6% |
| 3M | -2.9% | +15.5% | -18.4% | -4.5% |
| 6M | +8.3% | +109.7% | -101.4% | -1.0% |
| YTD | +36.7% | +99.5% | -62.7% | +25.0% |
| 1Y | +41.5% | +197.5% | -156.0% | +23.5% |
| 3Y | +68.6% | +453.3% | -384.6% | +30.3% |
| 5Y | +48.4% | +110.3% | -61.8% | +25.3% |
| All | +67.0% | +96.5% | -29.5% | +42.1% |
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