+414.9%
CSX vs NVMI
+2,494.8%
-2,079.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | +7.8% | -4.1% | +11.9% | +8.1% |
| 3M | +4.1% | -22.8% | +26.8% | +8.3% |
| 6M | +17.9% | -36.9% | +54.8% | +25.5% |
| YTD | +44.9% | -3.2% | +48.1% | +39.8% |
| 1Y | +51.1% | +7.1% | +44.1% | +42.4% |
| 3Y | +78.3% | +181.5% | -103.2% | +23.2% |
| 5Y | +58.1% | +141.2% | -83.1% | +9.6% |
| All | +414.9% | +2,494.8% | -2,079.9% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling