+427.3%
CSX vs NSC
+320.5%
+106.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -1.0% |
| 7D | -5.5% | -6.6% | +1.1% | -0.1% |
| 30D | +4.9% | +2.2% | +2.8% | +3.2% |
| 3M | -2.9% | -6.2% | +3.4% | +2.4% |
| 6M | +8.3% | +1.7% | +6.7% | +6.8% |
| YTD | +36.7% | +12.2% | +24.5% | +24.1% |
| 1Y | +41.5% | +15.4% | +26.1% | +25.5% |
| 3Y | +68.6% | +73.3% | -4.7% | +3.3% |
| 5Y | +48.4% | +24.7% | +23.8% | +19.6% |
| All | +427.3% | +320.5% | +106.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling