+67.2%
CSX vs NTRS
+86.2%
-19.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -0.6% | +0.9% | -1.4% | -0.9% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | +2.6% | +8.8% | -6.2% | -0.8% |
| 6M | +19.8% | +34.7% | -14.9% | +6.7% |
| YTD | +34.7% | +37.2% | -2.6% | +18.4% |
| 1Y | +52.1% | +46.3% | +5.8% | +30.3% |
| 3Y | +68.4% | +163.2% | -94.8% | +13.4% |
| All | +67.2% | +86.2% | -19.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling