+6,139.9%
CSX vs NVMI
+1,639.9%
+4,500.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.1% | -4.3% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | +4.9% | -17.1% | +22.0% | +6.3% |
| 3M | -2.9% | -17.9% | +15.0% | -1.6% |
| 6M | +8.3% | -41.4% | +49.8% | +12.1% |
| YTD | +36.7% | -4.6% | +41.4% | +35.5% |
| 1Y | +41.5% | -0.3% | +41.8% | +39.5% |
| 3Y | +68.6% | +214.5% | -145.8% | +48.2% |
| 5Y | +48.4% | +148.5% | -100.0% | +31.7% |
| 10Y | +446.6% | +2,435.9% | -1,989.3% | +309.6% |
| All | +6,139.9% | +1,639.9% | +4,500.0% | +3,871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling