+57.8%
CSX vs NVDL
+2,657.6%
-2,599.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | +0.6% | +7.3% | -6.7% | +0.3% |
| 30D | -2.3% | -0.7% | -1.6% | -2.3% |
| 3M | +4.3% | +9.5% | -5.2% | +3.7% |
| 6M | +23.4% | +41.6% | -18.3% | +21.0% |
| YTD | +36.4% | +23.3% | +13.1% | +34.2% |
| 1Y | +53.0% | +40.3% | +12.7% | +49.3% |
| 3Y | +70.6% | +692.2% | -621.6% | +42.9% |
| All | +57.8% | +2,657.6% | -2,599.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling