+47.1%
CSX vs NVMI
-11.6%
+58.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +2.8% |
| 7D | +0.1% | -11.8% | +11.9% | +0.9% |
| 30D | +9.7% | -24.8% | +34.6% | +11.8% |
| 3M | +2.3% | -28.6% | +30.9% | +4.5% |
| 6M | +17.1% | -40.0% | +57.1% | +20.3% |
| YTD | +44.9% | -10.1% | +55.0% | +44.1% |
| 1Y | +47.1% | -9.8% | +56.8% | +46.0% |
| All | +47.1% | -11.6% | +58.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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