+77.8%
CSX vs NSC
+79.2%
-1.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -0.3% | -3.5% | +3.3% | +2.2% |
| 30D | +8.7% | +3.9% | +4.7% | +5.9% |
| 3M | +4.2% | -0.8% | +5.0% | +4.8% |
| 6M | +16.7% | +7.1% | +9.6% | +11.4% |
| YTD | +44.5% | +16.4% | +28.0% | +30.6% |
| 1Y | +50.3% | +16.9% | +33.4% | +35.5% |
| All | +77.8% | +79.2% | -1.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling