+132.0%
NOK vs CSX
+53.3%
+78.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.4% |
| 7D | +7.3% | +0.6% | +6.6% | +7.1% |
| 30D | +13.8% | -2.3% | +16.0% | +14.5% |
| 3M | -27.0% | +4.3% | -31.3% | -28.5% |
| 6M | +37.6% | +23.4% | +14.2% | +27.1% |
| YTD | +64.6% | +36.4% | +28.2% | +53.8% |
| All | +132.0% | +53.3% | +78.7% | +108.8% |
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 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