+461.5%
CSX vs NTRA
+1,676.8%
-1,215.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | -0.3% | -18.2% | +17.9% | +1.8% |
| 30D | +8.7% | -19.6% | +28.3% | +11.0% |
| 3M | +4.2% | +2.3% | +1.9% | +3.6% |
| 6M | +16.7% | +60.6% | -43.9% | +9.8% |
| YTD | +44.5% | +39.6% | +4.9% | +37.2% |
| 1Y | +50.3% | +54.7% | -4.4% | +41.0% |
| 3Y | +76.3% | +584.3% | -507.9% | +36.8% |
| 5Y | +58.1% | +182.5% | -124.4% | +29.3% |
| 10Y | +416.4% | +2,768.3% | -2,351.9% | +205.3% |
| All | +461.5% | +1,676.8% | -1,215.3% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling