+9,714.3%
CSX vs NI
+5,476.3%
+4,238.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -2.9% | +2.5% | -5.3% | -4.0% |
| 6M | +8.3% | -5.8% | +14.2% | +10.8% |
| YTD | +36.7% | +8.6% | +28.2% | +31.5% |
| 1Y | +41.5% | +6.0% | +35.5% | +37.4% |
| 3Y | +68.6% | +91.0% | -22.4% | +25.2% |
| 5Y | +48.4% | +104.8% | -56.3% | +5.9% |
| 10Y | +446.6% | +176.7% | +269.9% | +232.9% |
| All | +9,714.3% | +5,476.3% | +4,238.0% | +1,754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling