+434.5%
CSX vs NTRA
+1,723.2%
-1,288.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | -3.1% | +19.5% | -22.6% | -5.2% |
| 3M | +7.2% | +47.8% | -40.6% | +2.2% |
| 6M | +16.2% | +61.6% | -45.5% | +9.2% |
| YTD | +37.5% | +43.3% | -5.7% | +30.7% |
| 1Y | +53.2% | +97.0% | -43.8% | +40.2% |
| 3Y | +68.2% | +424.9% | -356.7% | +34.6% |
| 5Y | +65.2% | +165.2% | -99.9% | +36.3% |
| 10Y | +504.1% | +3,114.3% | -2,610.2% | +255.2% |
| All | +434.5% | +1,723.2% | -1,288.7% | +223.2% |
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