+73.0%
CSX vs NXT
+229.3%
-156.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.5% |
| 7D | +0.7% | +4.0% | -3.2% | +0.4% |
| 30D | +8.1% | +15.9% | -7.8% | +6.8% |
| 3M | +2.2% | -3.0% | +5.2% | +2.2% |
| 6M | +14.6% | -20.7% | +35.3% | +15.4% |
| YTD | +42.2% | +14.6% | +27.6% | +38.4% |
| 1Y | +47.3% | -7.1% | +54.4% | +45.4% |
| 3Y | +73.5% | +189.4% | -115.9% | +50.1% |
| All | +73.0% | +229.3% | -156.4% | +47.7% |
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