+67.8%
CSX vs NDAQ
+55.8%
+12.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.5% |
| 7D | -3.4% | -2.4% | -0.9% | -2.6% |
| 30D | -3.1% | +2.5% | -5.5% | -3.9% |
| 3M | +7.2% | +9.9% | -2.8% | +3.4% |
| 6M | +16.2% | +9.4% | +6.7% | +11.9% |
| YTD | +37.5% | +0.4% | +37.1% | +36.2% |
| 1Y | +53.2% | +4.0% | +49.2% | +49.2% |
| 3Y | +68.2% | +94.4% | -26.1% | +25.6% |
| All | +67.8% | +55.8% | +12.0% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling