+50.0%
CSX vs NI
+7.3%
+42.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +3.1% | +3.1% | 0.0% | +1.9% |
| 30D | +9.7% | +11.2% | -1.4% | +5.8% |
| 3M | +4.9% | +9.8% | -4.9% | +1.6% |
| 6M | +18.4% | -1.6% | +20.0% | +19.9% |
| YTD | +45.9% | +12.6% | +33.2% | +40.4% |
| 1Y | +50.0% | +7.8% | +42.2% | +45.9% |
| All | +50.0% | +7.3% | +42.7% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling