+379.9%
NEM vs CSX
+422.0%
-42.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +1.1% | +8.7% | -7.6% | -0.5% |
| 3M | +1.3% | +4.2% | -2.9% | +0.5% |
| 6M | -1.4% | +16.7% | -18.1% | -4.3% |
| YTD | +19.4% | +44.5% | -25.1% | +11.6% |
| 1Y | +32.9% | +50.3% | -17.3% | +23.4% |
| 3Y | +267.0% | +76.3% | +190.7% | +228.5% |
| 5Y | +131.0% | +58.1% | +72.9% | +108.6% |
| 10Y | +379.9% | +416.4% | -36.5% | +303.7% |
| All | +379.9% | +422.0% | -42.1% | +303.7% |
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