+476.9%
NEM vs CSX
+10,217.9%
-9,741.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.3% | -3.4% | +3.7% | +0.8% |
| 30D | +23.1% | -3.1% | +26.2% | +23.6% |
| 3M | +18.5% | +7.2% | +11.3% | +17.2% |
| 6M | +7.8% | +16.2% | -8.4% | +5.4% |
| YTD | +29.1% | +37.5% | -8.4% | +23.3% |
| 1Y | +72.7% | +53.2% | +19.4% | +62.3% |
| 3Y | +248.7% | +68.2% | +180.5% | +222.0% |
| 5Y | +148.7% | +65.2% | +83.5% | +128.8% |
| 10Y | +304.8% | +504.1% | -199.4% | +206.4% |
| All | +476.9% | +10,217.9% | -9,741.0% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling