+409.0%
CSX vs NSC
+301.1%
+107.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.7% |
| 7D | +0.7% | -3.4% | +4.1% | +3.6% |
| 30D | +8.1% | +3.6% | +4.5% | +5.1% |
| 3M | +2.2% | -1.4% | +3.6% | +3.4% |
| 6M | +14.6% | +6.0% | +8.7% | +9.2% |
| YTD | +42.2% | +15.5% | +26.7% | +26.1% |
| 1Y | +47.3% | +16.2% | +31.1% | +29.9% |
| 3Y | +73.5% | +76.9% | -3.4% | +4.7% |
| 5Y | +54.1% | +29.3% | +24.8% | +20.6% |
| 10Y | +409.0% | +298.3% | +110.7% | +34.6% |
| All | +409.0% | +301.1% | +107.9% | +34.6% |
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