+65.5%
CSX vs NTR
+51.1%
+14.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +0.6% | +3.8% | -3.2% | 0.0% |
| 30D | -2.3% | +25.2% | -27.5% | -5.9% |
| 3M | +4.3% | +21.0% | -16.7% | +0.9% |
| 6M | +23.4% | +7.6% | +15.8% | +21.2% |
| YTD | +36.4% | +32.9% | +3.5% | +28.7% |
| 1Y | +53.0% | +43.1% | +10.0% | +42.1% |
| 3Y | +70.6% | +41.6% | +29.0% | +56.7% |
| 5Y | +65.5% | +54.8% | +10.7% | +39.8% |
| All | +65.5% | +51.1% | +14.4% | +39.8% |
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