+60.5%
VZ vs CSX
+504.4%
-443.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +7.9% | -3.1% | +11.0% | +8.5% |
| 3M | +13.6% | +7.2% | +6.5% | +11.9% |
| 6M | +1.1% | +16.2% | -15.1% | -2.2% |
| YTD | +29.3% | +37.5% | -8.3% | +20.8% |
| 1Y | +21.2% | +53.2% | -32.0% | +10.7% |
| 3Y | +75.9% | +68.2% | +7.7% | +56.3% |
| 5Y | +24.1% | +65.2% | -41.1% | +9.7% |
| All | +60.5% | +504.4% | -443.9% | +12.6% |
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