-60.9%
NKE vs CSX
+75.3%
-136.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | +11.4% | +8.1% | +3.3% | +7.9% |
| 3M | -7.2% | +2.2% | -9.4% | -8.1% |
| 6M | -10.7% | +14.6% | -25.3% | -16.4% |
| YTD | -37.7% | +42.2% | -79.9% | -47.8% |
| 1Y | -34.3% | +47.3% | -81.6% | -46.0% |
| 3Y | -60.9% | +73.5% | -134.5% | -71.1% |
| All | -60.9% | +75.3% | -136.2% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling