+10,299.7%
CSX vs NYT
+837.8%
+9,461.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +6.0% | +6.5% | -0.5% | +4.0% |
| 30D | +7.8% | +8.4% | -0.6% | +5.2% |
| 3M | +4.1% | +13.9% | -9.9% | -0.3% |
| 6M | +17.9% | -4.8% | +22.7% | +18.0% |
| YTD | +44.9% | +6.2% | +38.7% | +39.7% |
| 1Y | +51.1% | +14.3% | +36.9% | +42.5% |
| 3Y | +78.3% | +73.6% | +4.7% | +46.1% |
| 5Y | +58.1% | +60.6% | -2.5% | +29.1% |
| 10Y | +417.9% | +550.8% | -132.9% | +162.2% |
| All | +10,299.7% | +837.8% | +9,461.9% | +3,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling