+6,161.3%
NKE vs CSX
+10,217.9%
-4,056.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -2.0% | -3.4% | +1.4% | -0.8% |
| 30D | -8.6% | -3.1% | -5.5% | -7.6% |
| 3M | -11.0% | +7.2% | -18.2% | -13.4% |
| 6M | -33.2% | +16.2% | -49.4% | -37.1% |
| YTD | -38.1% | +37.5% | -75.7% | -45.1% |
| 1Y | -47.4% | +53.2% | -100.6% | -55.2% |
| 3Y | -59.8% | +68.2% | -128.0% | -67.0% |
| 5Y | -74.2% | +65.2% | -139.5% | -78.7% |
| 10Y | -23.5% | +504.1% | -527.6% | -59.5% |
| All | +6,161.3% | +10,217.9% | -4,056.6% | +939.5% |
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 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