+427.3%
CSX vs NTAP
+591.8%
-164.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.5% | -15.1% | +9.5% | -1.4% |
| 30D | +4.9% | -28.1% | +33.0% | +14.2% |
| 3M | -2.9% | -11.4% | +8.6% | -0.9% |
| 6M | +8.3% | +52.2% | -43.9% | -8.1% |
| YTD | +36.7% | +60.4% | -23.7% | +13.1% |
| 1Y | +41.5% | +51.0% | -9.5% | +19.3% |
| 3Y | +68.6% | +135.6% | -66.9% | +15.8% |
| 5Y | +48.4% | +107.5% | -59.1% | +4.8% |
| All | +427.3% | +591.8% | -164.5% | +155.4% |
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