+78.3%
CSX vs NI
+102.7%
-24.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.0% | +4.3% | +1.7% | +4.6% |
| 30D | +7.8% | +12.4% | -4.6% | +4.2% |
| 3M | +4.1% | +10.2% | -6.1% | +1.1% |
| 6M | +17.9% | -0.8% | +18.7% | +18.2% |
| YTD | +44.9% | +13.2% | +31.7% | +39.8% |
| 1Y | +51.1% | +10.1% | +41.1% | +46.9% |
| 3Y | +78.3% | +103.1% | -24.8% | +41.2% |
| All | +78.3% | +102.7% | -24.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling