+25.5%
VZ vs CSX
+65.9%
-40.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.8% |
| 30D | +7.9% | -3.1% | +11.0% | +8.5% |
| 3M | +13.6% | +7.2% | +6.5% | +11.8% |
| 6M | +1.1% | +16.2% | -15.1% | -2.3% |
| YTD | +29.3% | +37.5% | -8.3% | +20.4% |
| 1Y | +21.2% | +53.2% | -32.0% | +10.1% |
| 3Y | +75.9% | +68.2% | +7.7% | +54.5% |
| All | +25.5% | +65.9% | -40.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling