+10,369.7%
CSX vs NTRS
+7,319.3%
+3,050.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | +3.1% | +3.7% | -0.6% | +1.6% |
| 30D | +9.7% | +6.1% | +3.6% | +7.0% |
| 3M | +4.9% | -6.7% | +11.6% | +7.7% |
| 6M | +18.4% | +10.5% | +7.9% | +13.0% |
| YTD | +45.9% | +32.0% | +13.8% | +28.5% |
| 1Y | +50.0% | +37.0% | +12.9% | +30.0% |
| 3Y | +78.0% | +173.6% | -95.6% | +14.2% |
| 5Y | +59.2% | +64.4% | -5.3% | +22.0% |
| 10Y | +421.4% | +191.4% | +230.0% | +209.6% |
| All | +10,369.7% | +7,319.3% | +3,050.4% | +1,958.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling