+118.0%
NOK vs CSX
+55.3%
+62.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | -1.8% | -3.4% | +1.6% | -0.9% |
| 30D | +4.7% | -3.1% | +7.8% | +5.6% |
| 3M | -39.7% | +7.2% | -46.8% | -41.5% |
| 6M | +23.1% | +16.2% | +6.9% | +15.5% |
| YTD | +55.0% | +37.5% | +17.5% | +44.4% |
| 1Y | +118.0% | +53.2% | +64.8% | +95.0% |
| All | +118.0% | +55.3% | +62.8% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling