+50.0%
CSX vs NVD
-4.2%
+54.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.0% | -8.1% | +1.0% |
| 7D | +3.1% | +17.0% | -13.9% | +3.1% |
| 30D | +9.7% | +77.3% | -67.6% | +10.4% |
| 3M | +4.9% | +61.6% | -56.7% | +5.5% |
| 6M | +18.4% | +40.7% | -22.3% | +19.1% |
| YTD | +45.9% | -10.5% | +56.4% | +42.2% |
| 1Y | +50.0% | -6.1% | +56.1% | +46.8% |
| All | +50.0% | -4.2% | +54.2% | +46.8% |
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