+65.5%
VZ vs CSX
+436.1%
-370.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | +2.2% | -2.2% | +4.5% | +2.7% |
| 30D | +10.6% | +6.8% | +3.8% | +9.1% |
| 3M | -0.6% | +0.7% | -1.3% | -0.8% |
| 6M | +0.7% | +13.3% | -12.5% | -2.0% |
| YTD | +20.6% | +40.5% | -19.9% | +12.2% |
| 1Y | +22.7% | +44.7% | -22.0% | +13.5% |
| 3Y | +57.2% | +74.5% | -17.3% | +38.7% |
| 5Y | +21.4% | +52.0% | -30.6% | +9.1% |
| 10Y | +65.5% | +412.6% | -347.2% | +35.0% |
| All | +65.5% | +436.1% | -370.6% | +35.0% |
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