+47.3%
CSX vs NSC
+17.7%
+29.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.6% |
| 7D | +0.7% | -3.4% | +4.1% | +3.7% |
| 30D | +8.1% | +3.6% | +4.5% | +5.0% |
| 3M | +2.2% | -1.4% | +3.6% | +3.3% |
| 6M | +14.6% | +6.0% | +8.7% | +9.2% |
| YTD | +42.2% | +15.5% | +26.7% | +27.4% |
| 1Y | +47.3% | +16.2% | +31.1% | +30.8% |
| All | +47.3% | +17.7% | +29.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling