+120.2%
NEM vs CSX
+57.8%
+62.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -6.4% | +6.0% | -12.4% | -7.8% |
| 30D | +1.4% | +7.8% | -6.4% | -0.5% |
| 3M | -0.7% | +4.1% | -4.8% | -1.7% |
| 6M | -4.5% | +17.9% | -22.4% | -8.6% |
| YTD | +14.0% | +44.9% | -30.9% | +4.1% |
| 1Y | +27.3% | +51.1% | -23.9% | +15.0% |
| 3Y | +250.5% | +78.3% | +172.2% | +199.3% |
| All | +120.2% | +57.8% | +62.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling