+195.6%
CSX vs NTR
+100.5%
+95.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.3% |
| 7D | -3.4% | +8.1% | -11.5% | -5.8% |
| 30D | -3.1% | +18.8% | -21.8% | -8.3% |
| 3M | +7.2% | +16.2% | -9.0% | +1.8% |
| 6M | +16.2% | +9.8% | +6.4% | +11.3% |
| YTD | +37.5% | +30.9% | +6.7% | +23.9% |
| 1Y | +53.2% | +41.8% | +11.5% | +33.6% |
| 3Y | +68.2% | +35.8% | +32.5% | +45.3% |
| 5Y | +65.2% | +51.0% | +14.2% | +22.0% |
| All | +195.6% | +100.5% | +95.1% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling