+9,714.3%
CSX vs NSC
+5,576.5%
+4,137.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -1.3% |
| 7D | -5.5% | -6.6% | +1.1% | -0.6% |
| 30D | +4.9% | +2.2% | +2.8% | +3.4% |
| 3M | -2.9% | -6.2% | +3.4% | +1.9% |
| 6M | +8.3% | +1.7% | +6.7% | +7.0% |
| YTD | +36.7% | +12.2% | +24.5% | +25.4% |
| 1Y | +41.5% | +15.4% | +26.1% | +27.0% |
| 3Y | +68.6% | +73.3% | -4.7% | +9.4% |
| 5Y | +48.4% | +24.7% | +23.8% | +22.6% |
| 10Y | +446.6% | +324.5% | +122.1% | +83.5% |
| All | +9,714.3% | +5,576.5% | +4,137.9% | +461.1% |
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