+918.2%
VZ vs CSX
+10,514.4%
-9,596.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +5.6% | -2.7% | +8.3% | +6.3% |
| 30D | +1.9% | +7.0% | -5.2% | +0.3% |
| 3M | +0.8% | -0.3% | +1.1% | +0.8% |
| 6M | +0.6% | +13.5% | -12.9% | -2.5% |
| YTD | +20.8% | +41.5% | -20.7% | +11.1% |
| 1Y | +23.9% | +45.8% | -21.8% | +13.2% |
| 3Y | +55.7% | +74.4% | -18.7% | +35.0% |
| 5Y | +21.5% | +53.6% | -32.1% | +7.4% |
| 10Y | +68.5% | +465.6% | -397.2% | +5.1% |
| All | +918.2% | +10,514.4% | -9,596.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling