+146.9%
NEM vs CSX
+47.4%
+99.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.8% |
| 7D | +13.4% | -5.5% | +18.9% | +15.0% |
| 30D | +6.5% | +4.9% | +1.6% | +5.2% |
| 3M | +14.9% | -2.9% | +17.8% | +15.7% |
| 6M | +5.5% | +8.3% | -2.8% | +3.2% |
| YTD | +21.9% | +36.7% | -14.9% | +12.9% |
| 1Y | +47.9% | +41.5% | +6.4% | +35.9% |
| 3Y | +238.2% | +68.6% | +169.6% | +193.0% |
| All | +146.9% | +47.4% | +99.6% | +113.6% |
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 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