+50.3%
CSX vs NVDL
-38.4%
+88.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.6% |
| 7D | -0.3% | -26.2% | +25.9% | 0.0% |
| 30D | +8.7% | -43.2% | +51.9% | +9.3% |
| 3M | +4.2% | -40.5% | +44.8% | +4.6% |
| 6M | +16.7% | -45.4% | +62.1% | +17.4% |
| YTD | +44.5% | -30.5% | +74.9% | +40.9% |
| 1Y | +50.3% | -37.1% | +87.4% | +47.3% |
| All | +50.3% | -38.4% | +88.6% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling