+247.7%
NEM vs CSX
+68.3%
+179.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.4% |
| 3M | +28.7% | +4.3% | +24.4% | +27.2% |
| 6M | +9.8% | +23.4% | -13.6% | +3.9% |
| YTD | +28.1% | +36.4% | -8.3% | +19.3% |
| 1Y | +69.3% | +53.0% | +16.3% | +54.1% |
| 3Y | +247.7% | +70.6% | +177.0% | +183.0% |
| All | +247.7% | +68.3% | +179.4% | +183.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling