+67.1%
CSX vs NVDL
+1,454.9%
-1,387.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.4% |
| 7D | -0.3% | -26.2% | +25.9% | +0.6% |
| 30D | +8.7% | -43.2% | +51.9% | +10.5% |
| 3M | +4.2% | -40.5% | +44.8% | +5.7% |
| 6M | +16.7% | -45.4% | +62.1% | +18.3% |
| YTD | +44.5% | -30.5% | +74.9% | +44.5% |
| 1Y | +50.3% | -37.1% | +87.4% | +50.8% |
| 3Y | +76.3% | +318.7% | -242.4% | +51.0% |
| All | +67.1% | +1,454.9% | -1,387.7% | +21.4% |
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