+10,369.7%
CSX vs NSC
+5,836.8%
+4,532.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | +3.1% | +1.6% | +1.5% | +1.9% |
| 30D | +9.7% | +4.2% | +5.5% | +6.5% |
| 3M | +4.9% | -0.2% | +5.2% | +5.2% |
| 6M | +18.4% | +7.6% | +10.8% | +12.1% |
| YTD | +45.9% | +17.4% | +28.5% | +29.4% |
| 1Y | +50.0% | +18.3% | +31.7% | +32.3% |
| 3Y | +78.0% | +79.8% | -1.8% | +12.4% |
| 5Y | +59.2% | +34.3% | +24.8% | +24.4% |
| 10Y | +421.4% | +303.1% | +118.3% | +81.5% |
| All | +10,369.7% | +5,836.8% | +4,532.9% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling