+10,299.7%
CSX vs NTRS
+7,343.1%
+2,956.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.0% | +3.2% | +2.8% | +4.6% |
| 30D | +7.8% | +9.6% | -1.8% | +3.8% |
| 3M | +4.1% | -6.0% | +10.1% | +6.5% |
| 6M | +17.9% | +10.4% | +7.5% | +12.6% |
| YTD | +44.9% | +32.5% | +12.4% | +27.4% |
| 1Y | +51.1% | +41.2% | +9.9% | +29.5% |
| 3Y | +78.3% | +173.4% | -95.1% | +14.4% |
| 5Y | +58.1% | +65.0% | -6.9% | +21.1% |
| 10Y | +417.9% | +192.3% | +225.6% | +207.1% |
| All | +10,299.7% | +7,343.1% | +2,956.7% | +1,941.5% |
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