+412.6%
CSX vs NVMI
+2,631.5%
-2,218.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +1.6% |
| 7D | -2.2% | +9.6% | -11.8% | -4.0% |
| 30D | +6.8% | -5.6% | +12.4% | +7.5% |
| 3M | +0.7% | -15.2% | +15.9% | +3.0% |
| 6M | +13.3% | -36.1% | +49.3% | +20.4% |
| YTD | +40.5% | +1.5% | +39.0% | +34.5% |
| 1Y | +44.7% | +8.3% | +36.3% | +36.2% |
| 3Y | +74.5% | +212.6% | -138.1% | +17.8% |
| 5Y | +52.0% | +158.4% | -106.4% | +3.9% |
| 10Y | +412.6% | +2,587.4% | -2,174.8% | +116.7% |
| All | +412.6% | +2,631.5% | -2,218.8% | +116.7% |
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