+409.0%
CSX vs NTRA
+3,019.8%
-2,610.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +0.7% | -19.7% | +20.4% | +3.2% |
| 30D | +8.1% | -22.1% | +30.2% | +11.0% |
| 3M | +2.2% | -2.0% | +4.2% | +2.0% |
| 6M | +14.6% | +60.6% | -46.0% | +7.2% |
| YTD | +42.2% | +36.2% | +6.0% | +34.8% |
| 1Y | +47.3% | +51.0% | -3.7% | +37.8% |
| 3Y | +73.5% | +567.5% | -494.0% | +31.8% |
| 5Y | +54.1% | +191.6% | -137.5% | +23.3% |
| 10Y | +409.0% | +2,914.3% | -2,505.3% | +179.7% |
| All | +409.0% | +3,019.8% | -2,610.8% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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