+412.6%
CSX vs NI
+179.8%
+232.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +1.8% |
| 7D | -2.2% | +0.4% | -2.7% | -2.4% |
| 30D | +6.8% | +11.3% | -4.5% | +1.9% |
| 3M | +0.7% | +6.5% | -5.8% | -2.2% |
| 6M | +13.3% | -2.3% | +15.5% | +14.1% |
| YTD | +40.5% | +10.8% | +29.7% | +33.7% |
| 1Y | +44.7% | +6.2% | +38.4% | +40.2% |
| 3Y | +74.5% | +98.7% | -24.2% | +24.3% |
| 5Y | +52.0% | +111.3% | -59.3% | +3.9% |
| 10Y | +412.6% | +178.1% | +234.6% | +265.8% |
| All | +412.6% | +179.8% | +232.8% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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