+48.2%
CSX vs NTR
+23.5%
+24.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -5.5% | +3.0% | -8.5% | -6.0% |
| 30D | +4.9% | +2.2% | +2.8% | +4.5% |
| 3M | -2.9% | +7.9% | -10.7% | -4.2% |
| 6M | +8.3% | -1.5% | +9.9% | +8.3% |
| YTD | +36.7% | +18.6% | +18.1% | +31.3% |
| 1Y | +41.5% | +31.7% | +9.8% | +33.2% |
| 3Y | +68.6% | +46.4% | +22.2% | +53.1% |
| All | +48.2% | +23.5% | +24.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling