+72.1%
CSX vs NXT
+228.5%
-156.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -1.9% |
| 7D | -2.7% | +24.7% | -27.4% | -4.2% |
| 30D | +7.0% | +13.0% | -6.0% | +6.0% |
| 3M | -0.3% | -0.2% | -0.1% | -0.5% |
| 6M | +13.5% | -19.3% | +32.8% | +14.2% |
| YTD | +41.5% | +14.3% | +27.2% | +37.8% |
| 1Y | +45.8% | -11.0% | +56.7% | +44.4% |
| 3Y | +74.4% | +167.8% | -93.4% | +52.0% |
| All | +72.1% | +228.5% | -156.4% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling