+490.1%
CSX vs NTAP
+576.5%
-86.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -3.1% | -0.5% | -2.5% | -3.1% |
| 3M | +7.2% | +4.1% | +3.1% | +5.1% |
| 6M | +16.2% | +88.0% | -71.8% | -6.9% |
| YTD | +37.5% | +75.6% | -38.0% | +12.2% |
| 1Y | +53.2% | +58.9% | -5.7% | +28.7% |
| 3Y | +68.2% | +153.6% | -85.3% | +14.6% |
| 5Y | +65.2% | +127.6% | -62.4% | +14.8% |
| All | +490.1% | +576.5% | -86.4% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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