+177.9%
CSX vs NVT
+732.7%
-554.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -2.3% |
| 7D | +0.6% | +10.4% | -9.8% | -2.9% |
| 30D | -2.3% | -1.3% | -1.0% | -2.2% |
| 3M | +4.3% | -0.6% | +4.9% | +2.8% |
| 6M | +23.4% | +53.8% | -30.4% | +1.9% |
| YTD | +36.4% | +60.2% | -23.8% | +10.3% |
| 1Y | +53.0% | +76.8% | -23.7% | +17.6% |
| 3Y | +70.6% | +191.2% | -120.6% | -1.5% |
| 5Y | +65.5% | +430.9% | -365.5% | -30.8% |
| All | +177.9% | +732.7% | -554.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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