+52.5%
CSX vs NVTS
-38.4%
+90.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.5% | -12.9% | -3.7% |
| 7D | -5.5% | +1.5% | -7.1% | -5.6% |
| 30D | +4.9% | -23.8% | +28.7% | +5.6% |
| 3M | -2.9% | -30.6% | +27.7% | -2.0% |
| 6M | +8.3% | -48.4% | +56.7% | +9.3% |
| YTD | +36.7% | +20.6% | +16.2% | +32.5% |
| 1Y | +41.5% | -2.5% | +44.0% | +37.9% |
| 3Y | +68.6% | +44.0% | +24.6% | +55.4% |
| 5Y | +48.4% | -42.6% | +91.1% | +32.6% |
| All | +52.5% | -38.4% | +90.9% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling