+189.4%
CSX vs NTR
+103.7%
+85.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -3.2% | +21.7% | -25.0% | -9.2% |
| 3M | +2.6% | +22.8% | -20.2% | -4.2% |
| 6M | +19.8% | +8.2% | +11.6% | +15.4% |
| YTD | +34.7% | +32.9% | +1.7% | +20.7% |
| 1Y | +52.1% | +45.3% | +6.8% | +31.6% |
| 3Y | +68.4% | +41.7% | +26.8% | +43.3% |
| 5Y | +65.1% | +49.8% | +15.3% | +23.0% |
| All | +189.4% | +103.7% | +85.7% | +59.7% |
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