+3,692.1%
CSX vs NTAP
+21,414.7%
-17,722.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.7% | +7.4% | -1.0% |
| 7D | -2.7% | -22.5% | +19.8% | +0.6% |
| 30D | +7.0% | -25.7% | +32.7% | +11.1% |
| 3M | -0.3% | -9.0% | +8.7% | +0.5% |
| 6M | +13.5% | +49.2% | -35.6% | +6.0% |
| YTD | +41.5% | +60.6% | -19.1% | +30.4% |
| 1Y | +45.8% | +48.7% | -2.9% | +35.7% |
| 3Y | +74.4% | +135.6% | -61.2% | +50.4% |
| 5Y | +53.6% | +107.8% | -54.1% | +34.2% |
| 10Y | +465.6% | +609.4% | -143.8% | +317.2% |
| All | +3,692.1% | +21,414.7% | -17,722.6% | +2,039.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling