+1,449.6%
NET vs CSX
+126.0%
+1,323.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.4% |
| 7D | -7.0% | -3.4% | -3.6% | -5.2% |
| 30D | -4.8% | -3.1% | -1.7% | -3.2% |
| 3M | +3.8% | +7.2% | -3.3% | -0.2% |
| 6M | +50.0% | +16.2% | +33.9% | +36.7% |
| YTD | +41.5% | +37.5% | +3.9% | +17.1% |
| 1Y | +32.8% | +53.2% | -20.4% | +3.3% |
| 3Y | +335.9% | +68.2% | +267.6% | +215.0% |
| 5Y | +113.8% | +65.2% | +48.6% | +59.6% |
| All | +1,449.6% | +126.0% | +1,323.6% | +916.6% |
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 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