+10,105.9%
CSX vs NOC
+17,539.7%
-7,433.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +8.1% | +14.1% | -6.0% | +3.4% |
| 3M | +2.2% | -4.6% | +6.8% | +3.4% |
| 6M | +14.6% | +0.7% | +13.9% | +13.4% |
| YTD | +42.2% | -2.6% | +44.8% | +41.3% |
| 1Y | +47.3% | -1.0% | +48.3% | +45.4% |
| 3Y | +73.5% | +24.5% | +49.0% | +55.9% |
| 5Y | +54.1% | +64.3% | -10.2% | +22.6% |
| 10Y | +409.0% | +162.8% | +246.2% | +239.9% |
| All | +10,105.9% | +17,539.7% | -7,433.8% | +2,525.3% |
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