+59.1%
CSX vs NVDL
+2,772.7%
-2,713.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.8% |
| 7D | -3.4% | +11.7% | -15.1% | -3.8% |
| 30D | -3.1% | +7.8% | -10.9% | -3.4% |
| 3M | +7.2% | +3.3% | +3.9% | +6.7% |
| 6M | +16.2% | +38.9% | -22.7% | +14.0% |
| YTD | +37.5% | +28.5% | +9.1% | +35.1% |
| 1Y | +53.2% | +40.6% | +12.6% | +49.5% |
| 3Y | +68.2% | +648.7% | -580.5% | +41.7% |
| All | +59.1% | +2,772.7% | -2,713.6% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling