+72.2%
CSX vs NVD
-99.1%
+171.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.8% |
| 7D | -3.4% | -11.1% | +7.7% | -3.7% |
| 30D | -3.1% | -13.3% | +10.2% | -3.4% |
| 3M | +7.2% | -19.8% | +27.0% | +6.8% |
| 6M | +16.2% | -48.8% | +65.0% | +14.3% |
| YTD | +37.5% | -49.7% | +87.2% | +35.4% |
| 1Y | +53.2% | -61.4% | +114.6% | +50.0% |
| All | +72.2% | -99.1% | +171.4% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling