+45.6%
CSX vs NVD
-17.3%
+62.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.7% | -5.9% | +2.8% |
| 7D | -2.2% | +23.8% | -26.0% | -1.9% |
| 30D | +6.8% | +57.0% | -50.2% | +7.5% |
| 3M | +0.7% | +41.6% | -40.9% | +1.3% |
| 6M | +13.3% | +17.6% | -4.3% | +13.7% |
| YTD | +40.5% | -21.4% | +61.9% | +37.0% |
| All | +45.6% | -17.3% | +62.9% | +43.1% |
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