+3,586.2%
CSX vs NTAP
+23,420.6%
-19,834.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -3.1% | -0.5% | -2.5% | -3.1% |
| 3M | +7.2% | +4.1% | +3.1% | +6.3% |
| 6M | +16.2% | +88.0% | -71.8% | +5.4% |
| YTD | +37.5% | +75.6% | -38.0% | +25.8% |
| 1Y | +53.2% | +58.9% | -5.7% | +41.9% |
| 3Y | +68.2% | +153.6% | -85.3% | +44.3% |
| 5Y | +65.2% | +127.6% | -62.4% | +43.2% |
| 10Y | +504.1% | +580.4% | -76.2% | +348.7% |
| All | +3,586.2% | +23,420.6% | -19,834.4% | +1,963.9% |
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