+56.8%
CSX vs NVTS
-31.5%
+88.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.5% | +2.4% |
| 7D | -2.2% | +20.8% | -23.0% | -2.9% |
| 30D | +6.8% | -11.1% | +17.9% | +7.0% |
| 3M | +0.7% | -31.0% | +31.7% | +1.6% |
| 6M | +13.3% | -47.4% | +60.6% | +14.3% |
| YTD | +40.5% | +34.2% | +6.4% | +35.7% |
| 1Y | +44.7% | +22.2% | +22.5% | +40.0% |
| 3Y | +74.5% | +68.4% | +6.1% | +59.6% |
| 5Y | +52.0% | -39.0% | +91.0% | +34.6% |
| All | +56.8% | -31.5% | +88.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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