+9,772.3%
CSX vs NTRS
+7,693.4%
+2,078.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | +1.7% | -4.8% | -3.8% |
| 3M | +7.2% | +8.9% | -1.7% | +3.2% |
| 6M | +16.2% | +30.6% | -14.4% | +3.5% |
| YTD | +37.5% | +38.7% | -1.1% | +19.0% |
| 1Y | +53.2% | +48.1% | +5.1% | +28.8% |
| 3Y | +68.2% | +165.5% | -97.3% | +9.1% |
| 5Y | +65.2% | +85.6% | -20.3% | +20.6% |
| 10Y | +504.1% | +246.1% | +258.1% | +235.9% |
| All | +9,772.3% | +7,693.4% | +2,078.8% | +1,805.8% |
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