+55.0%
CSX vs NTRS
+48.6%
+6.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | +6.0% | +13.2% | -7.3% | +3.0% |
| 6M | +20.6% | +36.9% | -16.4% | +11.7% |
| YTD | +36.5% | +39.1% | -2.6% | +24.1% |
| 1Y | +55.0% | +50.4% | +4.5% | +36.2% |
| All | +55.0% | +48.6% | +6.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling