+6,388.8%
CSX vs NVMI
+1,709.4%
+4,679.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +0.7% | +7.6% | -6.9% | 0.0% |
| 30D | +8.1% | -7.7% | +15.8% | +8.6% |
| 3M | +2.2% | -15.4% | +17.6% | +3.2% |
| 6M | +14.6% | -37.5% | +52.1% | +18.0% |
| YTD | +42.2% | -0.8% | +43.0% | +40.4% |
| 1Y | +47.3% | +2.4% | +44.9% | +45.0% |
| 3Y | +73.5% | +191.5% | -117.9% | +53.5% |
| 5Y | +54.1% | +156.3% | -102.2% | +36.3% |
| 10Y | +409.0% | +2,539.4% | -2,130.4% | +280.2% |
| All | +6,388.8% | +1,709.4% | +4,679.4% | +4,016.9% |
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 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