+65.5%
VZ vs CSX
+440.0%
-374.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.3% |
| 7D | +2.1% | -5.5% | +7.7% | +3.3% |
| 30D | +1.4% | +4.9% | -3.6% | +0.4% |
| 3M | -1.3% | -2.9% | +1.6% | -0.8% |
| 6M | -0.5% | +8.3% | -8.9% | -2.3% |
| YTD | +19.6% | +36.7% | -17.1% | +12.0% |
| 1Y | +22.4% | +41.5% | -19.1% | +13.7% |
| 3Y | +55.9% | +68.6% | -12.7% | +38.5% |
| 5Y | +20.4% | +48.4% | -28.0% | +8.8% |
| All | +65.5% | +440.0% | -374.4% | +36.8% |
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