+57.9%
CSX vs NVDL
+2,480.8%
-2,422.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.6% |
| 7D | +0.1% | -8.7% | +8.8% | +0.4% |
| 30D | -1.5% | -1.3% | -0.2% | -1.6% |
| 3M | +6.0% | +11.4% | -5.4% | +5.2% |
| 6M | +20.6% | +22.9% | -2.3% | +18.9% |
| YTD | +36.5% | +15.4% | +21.1% | +34.6% |
| 1Y | +55.0% | +18.8% | +36.2% | +52.2% |
| 3Y | +70.8% | +641.4% | -570.6% | +43.3% |
| All | +57.9% | +2,480.8% | -2,422.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling