+47.1%
CSX vs NVD
-27.4%
+74.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.8% | +2.7% |
| 7D | +0.1% | +15.0% | -14.8% | +0.3% |
| 30D | +9.7% | +39.3% | -29.5% | +10.3% |
| 3M | +2.3% | +3.1% | -0.9% | +2.2% |
| 6M | +17.1% | -19.0% | +36.0% | +16.4% |
| YTD | +44.9% | -35.5% | +80.4% | +41.2% |
| 1Y | +47.1% | -30.2% | +77.3% | +43.8% |
| All | +47.1% | -27.4% | +74.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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