+51.1%
CSX vs NTAP
+65.9%
-14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | +6.0% | +7.2% | -1.2% | +5.8% |
| 30D | +7.8% | -18.4% | +26.2% | +8.1% |
| 3M | +4.1% | -11.3% | +15.4% | +4.1% |
| 6M | +17.9% | +53.8% | -35.9% | +14.6% |
| YTD | +44.9% | +72.0% | -27.1% | +38.7% |
| 1Y | +51.1% | +68.0% | -16.9% | +45.7% |
| All | +51.1% | +65.9% | -14.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling