+418.4%
CSX vs NYT
+528.4%
-110.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +3.1% | +9.0% | -5.9% | +0.9% |
| 30D | +9.7% | +6.8% | +2.9% | +7.9% |
| 3M | +4.9% | +12.1% | -7.2% | +1.5% |
| 6M | +18.4% | -7.7% | +26.1% | +19.5% |
| YTD | +45.9% | +4.2% | +41.7% | +41.9% |
| 1Y | +50.0% | +14.3% | +35.6% | +42.2% |
| 3Y | +78.0% | +69.8% | +8.2% | +49.4% |
| 5Y | +59.2% | +57.7% | +1.5% | +32.8% |
| All | +418.4% | +528.4% | -110.1% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling