+48.2%
CSX vs NVMI
+145.1%
-96.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.1% | -4.7% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | +4.9% | -17.1% | +22.0% | +7.1% |
| 3M | -2.9% | -17.9% | +15.0% | -1.0% |
| 6M | +8.3% | -41.4% | +49.8% | +14.2% |
| YTD | +36.7% | -4.6% | +41.4% | +33.8% |
| 1Y | +41.5% | -0.3% | +41.8% | +37.4% |
| 3Y | +68.6% | +214.5% | -145.8% | +24.3% |
| All | +48.2% | +145.1% | -96.9% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling