+19.0%
NOK vs CSX
+49.3%
-30.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | +5.4% | +6.0% | -0.6% | +4.8% |
| 30D | -14.1% | +7.8% | -22.0% | -14.5% |
| 3M | -23.6% | +4.1% | -27.7% | -23.1% |
| 6M | -45.1% | +17.9% | -63.1% | -48.3% |
| YTD | +24.7% | +44.9% | -20.2% | +12.4% |
| 1Y | +19.0% | +51.1% | -32.1% | +4.7% |
| All | +19.0% | +49.3% | -30.3% | +4.7% |
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