+50.0%
CSX vs NDAQ
+25.3%
+24.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +3.1% | +1.7% | +1.4% | +2.8% |
| 30D | +9.7% | +16.2% | -6.5% | +7.9% |
| 3M | +4.9% | +14.0% | -9.0% | +3.4% |
| 6M | +18.4% | +22.3% | -3.9% | +16.2% |
| YTD | +45.9% | +13.0% | +32.9% | +43.7% |
| 1Y | +50.0% | +24.0% | +26.0% | +40.4% |
| All | +50.0% | +25.3% | +24.6% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling