-74.9%
NKE vs CSX
+63.3%
-138.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -2.3% | -0.6% | -1.8% | -2.0% |
| 30D | -10.4% | -3.2% | -7.1% | -8.8% |
| 3M | -15.5% | +2.6% | -18.0% | -17.2% |
| 6M | -32.6% | +19.8% | -52.5% | -40.2% |
| YTD | -39.8% | +34.7% | -74.5% | -50.3% |
| 1Y | -47.6% | +52.1% | -99.7% | -60.1% |
| 3Y | -59.0% | +68.4% | -127.4% | -72.0% |
| 5Y | -74.9% | +65.1% | -140.0% | -82.0% |
| All | -74.9% | +63.3% | -138.2% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling