+488.5%
CSX vs NYT
+487.2%
+1.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.5% | +4.5% | -6.0% | -2.6% |
| 3M | +6.0% | -8.5% | +14.5% | +7.6% |
| 6M | +20.6% | -15.1% | +35.6% | +24.5% |
| YTD | +36.5% | -3.3% | +39.8% | +35.8% |
| 1Y | +55.0% | +17.0% | +38.0% | +46.3% |
| 3Y | +70.8% | +55.7% | +15.1% | +46.9% |
| 5Y | +69.6% | +38.9% | +30.7% | +46.4% |
| All | +488.5% | +487.2% | +1.3% | +286.9% |
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