+58.1%
CSX vs NOC
+65.5%
-7.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.3% | +4.9% | -5.2% | -1.0% |
| 30D | +8.7% | +13.6% | -4.9% | +6.6% |
| 3M | +4.2% | -3.9% | +8.1% | +4.6% |
| 6M | +16.7% | +1.4% | +15.3% | +16.0% |
| YTD | +44.5% | -2.2% | +46.7% | +43.8% |
| 1Y | +50.3% | -1.2% | +51.5% | +49.3% |
| 3Y | +76.3% | +25.0% | +51.3% | +66.6% |
| 5Y | +58.1% | +66.0% | -7.9% | +34.1% |
| All | +58.1% | +65.5% | -7.4% | +34.1% |
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