+180.3%
CSX vs NVT
+699.2%
-519.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | 0.0% |
| 7D | -3.4% | +5.1% | -8.5% | -5.1% |
| 30D | -3.1% | -3.7% | +0.6% | -2.1% |
| 3M | +7.2% | -10.1% | +17.3% | +9.5% |
| 6M | +16.2% | +37.5% | -21.3% | 0.0% |
| YTD | +37.5% | +53.7% | -16.2% | +12.9% |
| 1Y | +53.2% | +70.9% | -17.6% | +19.2% |
| 3Y | +68.2% | +180.4% | -112.2% | -1.6% |
| 5Y | +65.2% | +393.5% | -328.2% | -28.8% |
| All | +180.3% | +699.2% | -519.0% | -9.9% |
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