+10,269.8%
CSX vs NYT
+836.4%
+9,433.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.3% | +9.3% | -9.6% | -2.9% |
| 30D | +8.7% | +10.0% | -1.3% | +5.6% |
| 3M | +4.2% | +14.5% | -10.3% | -0.4% |
| 6M | +16.7% | -5.4% | +22.0% | +17.0% |
| YTD | +44.5% | +6.0% | +38.5% | +39.3% |
| 1Y | +50.3% | +16.7% | +33.5% | +40.8% |
| 3Y | +76.3% | +72.7% | +3.6% | +44.7% |
| 5Y | +58.1% | +59.8% | -1.7% | +29.4% |
| 10Y | +416.4% | +549.8% | -133.4% | +161.6% |
| All | +10,269.8% | +836.4% | +9,433.4% | +3,635.4% |
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