+79.5%
CSX vs NVDL
+281.2%
-201.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.0% | +9.9% | +1.2% |
| 7D | +3.1% | -17.5% | +20.6% | +3.5% |
| 30D | +9.7% | -49.2% | +58.9% | +11.4% |
| 3M | +4.9% | -49.0% | +53.9% | +6.4% |
| 6M | +18.4% | -50.9% | +69.3% | +20.0% |
| YTD | +45.9% | -36.7% | +82.6% | +46.1% |
| 1Y | +50.0% | -43.0% | +93.0% | +50.6% |
| All | +79.5% | +281.2% | -201.7% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling