+496.7%
CSX vs NTRA
+2,995.7%
-2,499.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | -3.2% | +3.8% | -7.0% | -3.7% |
| 3M | +2.6% | +48.2% | -45.7% | -2.6% |
| 6M | +19.8% | +61.0% | -41.1% | +12.0% |
| YTD | +34.7% | +44.2% | -9.5% | +27.3% |
| 1Y | +52.1% | +87.3% | -35.1% | +38.9% |
| 3Y | +68.4% | +509.4% | -441.0% | +29.3% |
| 5Y | +65.1% | +175.1% | -110.0% | +33.5% |
| 10Y | +496.7% | +3,203.1% | -2,706.4% | +215.0% |
| All | +496.7% | +2,995.7% | -2,499.0% | +215.0% |
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