+3,673.8%
CSX vs NDAQ
+2,586.3%
+1,087.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | +7.0% | +15.8% | -8.8% | +2.0% |
| 3M | -0.3% | +13.4% | -13.7% | -4.4% |
| 6M | +13.5% | +20.9% | -7.3% | +6.0% |
| YTD | +41.5% | +11.1% | +30.4% | +34.9% |
| 1Y | +45.8% | +26.5% | +19.3% | +33.0% |
| 3Y | +74.4% | +121.5% | -47.1% | +31.1% |
| 5Y | +53.6% | +61.3% | -7.7% | +26.7% |
| 10Y | +465.6% | +480.0% | -14.4% | +212.0% |
| All | +3,673.8% | +2,586.3% | +1,087.5% | +1,425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling