+482.4%
CSX vs NI
+137.0%
+345.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.4% |
| 7D | +0.6% | +2.3% | -1.7% | -0.4% |
| 30D | -2.3% | -1.7% | -0.6% | -1.6% |
| 3M | +4.3% | -8.0% | +12.3% | +8.0% |
| 6M | +23.4% | -8.6% | +32.0% | +28.0% |
| YTD | +36.4% | +2.3% | +34.1% | +34.5% |
| 1Y | +53.0% | +6.9% | +46.1% | +47.7% |
| 3Y | +70.6% | +70.6% | +0.1% | +30.4% |
| 5Y | +65.5% | +96.4% | -30.9% | +17.1% |
| 10Y | +482.4% | +136.1% | +346.2% | +315.0% |
| All | +482.4% | +137.0% | +345.3% | +315.0% |
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