+66.3%
CSX vs NXT
+246.1%
-179.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.7% | -3.7% |
| 7D | -5.5% | +32.2% | -37.8% | -7.3% |
| 30D | +4.9% | +21.9% | -17.0% | +3.4% |
| 3M | -2.9% | +6.6% | -9.4% | -3.5% |
| 6M | +8.3% | -16.8% | +25.1% | +8.7% |
| YTD | +36.7% | +20.4% | +16.3% | +32.6% |
| 1Y | +41.5% | -1.5% | +43.0% | +39.2% |
| 3Y | +68.6% | +182.4% | -113.8% | +46.4% |
| All | +66.3% | +246.1% | -179.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling