+67.8%
CSX vs NOC
+53.6%
+14.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | -3.4% | -5.2% | +1.8% | -2.6% |
| 30D | -3.1% | -7.2% | +4.1% | -2.1% |
| 3M | +7.2% | -5.1% | +12.3% | +7.8% |
| 6M | +16.2% | -31.1% | +47.2% | +22.9% |
| YTD | +37.5% | -8.6% | +46.1% | +38.5% |
| 1Y | +53.2% | -9.7% | +63.0% | +54.5% |
| 3Y | +68.2% | +24.3% | +44.0% | +58.8% |
| All | +67.8% | +53.6% | +14.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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