+6,205.3%
NKE vs CSX
+10,566.6%
-4,361.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +11.4% | +8.1% | +3.3% | +8.4% |
| 3M | -7.2% | +2.2% | -9.4% | -8.0% |
| 6M | -10.7% | +14.6% | -25.3% | -15.3% |
| YTD | -37.7% | +42.2% | -79.9% | -45.4% |
| 1Y | -34.3% | +47.3% | -81.6% | -43.2% |
| 3Y | -60.9% | +73.5% | -134.5% | -68.3% |
| 5Y | -74.8% | +54.1% | -128.9% | -78.7% |
| 10Y | -11.2% | +409.0% | -420.2% | -50.4% |
| All | +6,205.3% | +10,566.6% | -4,361.3% | +933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling