+409.0%
CSX vs NTAP
+575.4%
-166.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.7% | -7.8% | +8.5% | +2.8% |
| 30D | +8.1% | -25.8% | +33.9% | +16.6% |
| 3M | +2.2% | -11.2% | +13.4% | +4.3% |
| 6M | +14.6% | +49.9% | -35.3% | -2.1% |
| YTD | +42.2% | +66.9% | -24.7% | +16.4% |
| 1Y | +47.3% | +58.8% | -11.5% | +22.4% |
| 3Y | +73.5% | +140.8% | -67.3% | +18.8% |
| 5Y | +54.1% | +115.0% | -60.9% | +7.9% |
| 10Y | +409.0% | +570.8% | -161.8% | +151.3% |
| All | +409.0% | +575.4% | -166.5% | +151.3% |
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