+43.1%
NEM vs CSX
+45.3%
-2.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.5% |
| 7D | +14.7% | -2.2% | +16.9% | +15.6% |
| 30D | +6.2% | +6.8% | -0.6% | +3.6% |
| 3M | +11.0% | +0.7% | +10.3% | +10.9% |
| 6M | +7.9% | +13.3% | -5.4% | +0.9% |
| YTD | +26.2% | +40.5% | -14.4% | +8.6% |
| All | +43.1% | +45.3% | -2.1% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling