+47.1%
CSX vs NYT
+16.5%
+30.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | +9.7% | +4.3% | +5.5% | +9.9% |
| 3M | +2.3% | -11.7% | +14.0% | +2.4% |
| 6M | +17.1% | -14.4% | +31.5% | +17.9% |
| YTD | +44.9% | -3.0% | +47.9% | +45.6% |
| 1Y | +47.1% | +16.5% | +30.5% | +45.5% |
| All | +47.1% | +16.5% | +30.6% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling