+504.6%
CSX vs NDAQ
+374.2%
+130.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.8% |
| 7D | -3.4% | -2.4% | -0.9% | -2.2% |
| 30D | -3.1% | +2.5% | -5.5% | -4.3% |
| 3M | +7.2% | +9.9% | -2.8% | +1.5% |
| 6M | +16.2% | +9.4% | +6.7% | +9.6% |
| YTD | +37.5% | +0.4% | +37.1% | +34.7% |
| 1Y | +53.2% | +4.0% | +49.2% | +46.6% |
| 3Y | +68.2% | +94.4% | -26.1% | +10.6% |
| 5Y | +65.2% | +56.7% | +8.5% | +20.3% |
| All | +504.6% | +374.2% | +130.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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