+291.3%
NEM vs CSX
+487.8%
-196.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +3.9% | +0.6% | +3.2% | +3.7% |
| 30D | +12.7% | -2.3% | +15.0% | +13.2% |
| 3M | +28.7% | +4.3% | +24.4% | +27.5% |
| 6M | +9.8% | +23.4% | -13.6% | +5.4% |
| YTD | +28.1% | +36.4% | -8.3% | +20.9% |
| 1Y | +69.3% | +53.0% | +16.3% | +56.4% |
| 3Y | +247.7% | +70.6% | +177.0% | +212.4% |
| 5Y | +153.4% | +65.5% | +87.9% | +126.9% |
| 10Y | +291.3% | +482.4% | -191.1% | +144.3% |
| All | +291.3% | +487.8% | -196.6% | +144.3% |
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