+32.6%
NET vs CSX
+56.9%
-24.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.4% |
| 7D | -16.4% | +0.1% | -16.5% | -16.5% |
| 30D | -25.8% | +9.7% | -35.6% | -31.0% |
| 3M | -11.5% | +2.3% | -13.8% | -13.6% |
| 6M | +18.9% | +17.1% | +1.9% | +3.4% |
| YTD | +35.2% | +44.9% | -9.7% | -3.1% |
| 1Y | +14.5% | +47.1% | -32.6% | -19.0% |
| 3Y | +313.8% | +78.6% | +235.3% | +124.8% |
| 5Y | +32.6% | +57.2% | -24.6% | -22.8% |
| All | +32.6% | +56.9% | -24.4% | -22.8% |
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