-13.0%
NKE vs CSX
+419.3%
-432.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.9% |
| 7D | -4.6% | +3.1% | -7.6% | -6.0% |
| 30D | +6.9% | +9.7% | -2.8% | +2.1% |
| 3M | -5.8% | +4.9% | -10.7% | -8.2% |
| 6M | -9.1% | +18.4% | -27.4% | -16.9% |
| YTD | -39.2% | +45.9% | -85.0% | -50.2% |
| 1Y | -39.2% | +50.0% | -89.2% | -51.0% |
| 3Y | -61.8% | +78.0% | -139.9% | -72.3% |
| 5Y | -75.5% | +59.2% | -134.7% | -81.3% |
| All | -13.0% | +419.3% | -432.3% | -51.5% |
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 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