+332.4%
NEM vs CSX
+436.1%
-103.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.0% |
| 7D | +14.7% | -2.2% | +16.9% | +15.2% |
| 30D | +6.2% | +6.8% | -0.6% | +4.9% |
| 3M | +11.0% | +0.7% | +10.3% | +10.8% |
| 6M | +7.9% | +13.3% | -5.4% | +5.3% |
| YTD | +26.2% | +40.5% | -14.4% | +18.6% |
| 1Y | +51.5% | +44.7% | +6.8% | +41.7% |
| 3Y | +290.6% | +74.5% | +216.1% | +250.8% |
| 5Y | +153.1% | +52.0% | +101.1% | +130.3% |
| 10Y | +332.4% | +412.6% | -80.2% | +278.3% |
| All | +332.4% | +436.1% | -103.7% | +278.3% |
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