-12.5%
NKE vs CSX
+415.8%
-428.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.6% | +6.0% | -7.5% | -4.3% |
| 30D | +7.6% | +7.8% | -0.2% | +3.7% |
| 3M | -6.9% | +4.1% | -11.0% | -8.9% |
| 6M | -8.5% | +17.9% | -26.4% | -16.3% |
| YTD | -38.8% | +44.9% | -83.7% | -49.7% |
| 1Y | -40.6% | +51.1% | -91.7% | -52.2% |
| 3Y | -60.9% | +78.3% | -139.2% | -71.6% |
| 5Y | -75.4% | +58.1% | -133.5% | -81.1% |
| All | -12.5% | +415.8% | -428.3% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling