+78.3%
CSX vs NYT
+73.5%
+4.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +6.0% | +6.5% | -0.5% | +5.1% |
| 30D | +7.8% | +8.4% | -0.6% | +6.6% |
| 3M | +4.1% | +13.9% | -9.9% | +2.0% |
| 6M | +17.9% | -4.8% | +22.7% | +18.5% |
| YTD | +44.9% | +6.2% | +38.7% | +41.5% |
| 1Y | +51.1% | +14.3% | +36.9% | +44.9% |
| 3Y | +78.3% | +73.6% | +4.7% | +48.0% |
| All | +78.3% | +73.5% | +4.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling