+129.8%
NOK vs CSX
+481.1%
-351.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +17.9% | -3.2% | +21.1% | +19.3% |
| 3M | -22.3% | +2.6% | -24.9% | -23.4% |
| 6M | +36.4% | +19.8% | +16.5% | +26.7% |
| YTD | +66.3% | +34.7% | +31.7% | +48.0% |
| 1Y | +134.4% | +52.1% | +82.3% | +98.8% |
| 3Y | +186.6% | +68.4% | +118.2% | +129.8% |
| 5Y | +102.7% | +65.1% | +37.6% | +62.1% |
| 10Y | +129.8% | +496.7% | -366.9% | +39.8% |
| All | +129.8% | +481.1% | -351.3% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling