+211.4%
CSX vs NTR
+81.1%
+130.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +7.8% | +2.0% | +5.8% | +7.1% |
| 3M | +4.1% | +6.4% | -2.3% | +1.8% |
| 6M | +17.9% | +1.6% | +16.3% | +16.6% |
| YTD | +44.9% | +18.2% | +26.7% | +34.5% |
| 1Y | +51.1% | +23.9% | +27.2% | +37.9% |
| 3Y | +78.3% | +44.7% | +33.6% | +49.6% |
| 5Y | +58.1% | +21.3% | +36.8% | +28.6% |
| All | +211.4% | +81.1% | +130.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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