+178.6%
CSX vs NVT
+445.0%
-266.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.3% | -5.9% |
| 7D | -5.5% | -15.7% | +10.2% | -1.2% |
| 30D | +4.9% | -36.6% | +41.5% | +19.3% |
| 3M | -2.9% | -34.8% | +32.0% | +8.5% |
| 6M | +8.3% | -38.2% | +46.6% | +21.6% |
| YTD | +36.7% | +4.8% | +31.9% | +23.8% |
| 1Y | +41.5% | -2.8% | +44.3% | +31.3% |
| 3Y | +68.6% | +119.5% | -50.9% | +2.4% |
| 5Y | +48.4% | +204.7% | -156.3% | -25.6% |
| All | +178.6% | +445.0% | -266.4% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling