+205.6%
CSX vs NTR
+83.5%
+122.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.7% | +4.1% | -3.4% | -0.5% |
| 30D | +8.1% | +7.0% | +1.1% | +5.8% |
| 3M | +2.2% | +9.7% | -7.5% | -1.0% |
| 6M | +14.6% | +7.4% | +7.2% | +11.3% |
| YTD | +42.2% | +19.8% | +22.4% | +31.5% |
| 1Y | +47.3% | +25.4% | +21.9% | +33.9% |
| 3Y | +73.5% | +48.6% | +24.9% | +44.3% |
| 5Y | +54.1% | +24.0% | +30.1% | +24.2% |
| All | +205.6% | +83.5% | +122.1% | +74.0% |
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 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