+9,714.3%
CSX vs NOC
+16,780.9%
-7,066.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | -5.5% | -5.8% | +0.3% | -3.7% |
| 30D | +4.9% | +10.9% | -6.0% | +1.3% |
| 3M | -2.9% | -7.1% | +4.3% | -0.9% |
| 6M | +8.3% | -5.3% | +13.7% | +9.4% |
| YTD | +36.7% | -6.8% | +43.5% | +37.8% |
| 1Y | +41.5% | -6.7% | +48.2% | +42.4% |
| 3Y | +68.6% | +17.2% | +51.4% | +54.5% |
| 5Y | +48.4% | +56.3% | -7.8% | +20.0% |
| 10Y | +446.6% | +173.7% | +272.9% | +260.4% |
| All | +9,714.3% | +16,780.9% | -7,066.6% | +2,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling