+48.2%
CSX vs NI
+104.4%
-56.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -5.5% | -0.9% | -4.6% | -5.1% |
| 30D | +4.9% | +9.6% | -4.7% | +1.2% |
| 3M | -2.9% | +2.5% | -5.3% | -3.8% |
| 6M | +8.3% | -5.8% | +14.2% | +10.8% |
| YTD | +36.7% | +8.6% | +28.2% | +31.9% |
| 1Y | +41.5% | +6.0% | +35.5% | +37.7% |
| 3Y | +68.6% | +91.0% | -22.4% | +23.9% |
| All | +48.2% | +104.4% | -56.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling