+72.2%
CSX vs NI
+71.5%
+0.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | -3.1% | -3.5% | +0.5% | -2.1% |
| 3M | +7.2% | -9.1% | +16.3% | +10.2% |
| 6M | +16.2% | -11.8% | +28.0% | +20.5% |
| YTD | +37.5% | +1.1% | +36.5% | +37.2% |
| 1Y | +53.2% | +6.7% | +46.5% | +50.6% |
| All | +72.2% | +71.5% | +0.7% | +45.2% |
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