+48.2%
CSX vs NTAP
+106.9%
-58.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.5% | -15.1% | +9.5% | -2.7% |
| 30D | +4.9% | -28.1% | +33.0% | +11.3% |
| 3M | -2.9% | -11.4% | +8.6% | -1.5% |
| 6M | +8.3% | +52.2% | -43.9% | -4.7% |
| YTD | +36.7% | +60.4% | -23.7% | +17.8% |
| 1Y | +41.5% | +51.0% | -9.5% | +23.9% |
| 3Y | +68.6% | +135.6% | -66.9% | +19.7% |
| All | +48.2% | +106.9% | -58.7% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling