+570.0%
NBIS vs CSX
+54.2%
+515.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.5% |
| 7D | -11.6% | +0.7% | -12.3% | -11.7% |
| 30D | -39.4% | +8.1% | -47.5% | -40.3% |
| 3M | -27.2% | +2.2% | -29.4% | -27.3% |
| 6M | -24.3% | +14.6% | -38.9% | -27.9% |
| YTD | +60.1% | +42.2% | +17.9% | +39.2% |
| 1Y | +21.9% | +47.3% | -25.4% | +4.3% |
| All | +570.0% | +54.2% | +515.8% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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