+73.5%
VZ vs CSX
+414.3%
-340.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +8.9% | +8.7% | +0.2% | +7.1% |
| 3M | +0.1% | +4.2% | -4.1% | -0.8% |
| 6M | +1.9% | +16.7% | -14.8% | -1.4% |
| YTD | +22.0% | +44.5% | -22.5% | +12.9% |
| 1Y | +22.1% | +50.3% | -28.2% | +12.0% |
| 3Y | +58.7% | +76.3% | -17.6% | +39.6% |
| 5Y | +22.3% | +58.1% | -35.8% | +9.0% |
| All | +73.5% | +414.3% | -340.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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