-59.2%
NKE vs CSX
+69.5%
-128.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -0.9% | -3.2% | -3.8% |
| 30D | -8.2% | -2.0% | -6.2% | -7.5% |
| 3M | -19.1% | +3.6% | -22.7% | -20.7% |
| 6M | -32.6% | +22.0% | -54.7% | -39.3% |
| YTD | -40.7% | +36.3% | -77.0% | -49.5% |
| 1Y | -48.9% | +50.9% | -99.8% | -58.8% |
| 3Y | -59.2% | +69.2% | -128.4% | -70.8% |
| All | -59.2% | +69.5% | -128.8% | -70.8% |
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 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