+490.1%
CSX vs NSC
+324.6%
+165.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.4% |
| 7D | -3.4% | -5.5% | +2.1% | +1.2% |
| 30D | -3.1% | -3.2% | +0.1% | -0.5% |
| 3M | +7.2% | +7.7% | -0.5% | +0.8% |
| 6M | +16.2% | +4.5% | +11.6% | +11.9% |
| YTD | +37.5% | +15.6% | +22.0% | +21.8% |
| 1Y | +53.2% | +19.8% | +33.4% | +31.6% |
| 3Y | +68.2% | +70.1% | -1.9% | +4.4% |
| 5Y | +65.2% | +46.1% | +19.1% | +16.1% |
| All | +490.1% | +324.6% | +165.5% | +49.6% |
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