+137.9%
NOK vs CSX
+68.4%
+69.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.0% | +3.3% |
| 7D | -10.5% | -5.5% | -5.0% | -9.5% |
| 30D | -27.9% | +4.9% | -32.8% | -28.9% |
| 3M | -18.8% | -2.9% | -15.9% | -18.2% |
| 6M | -41.9% | +8.3% | -50.3% | -43.7% |
| YTD | +18.4% | +36.7% | -18.3% | +7.5% |
| 1Y | +10.9% | +41.5% | -30.6% | -0.3% |
| 3Y | +137.9% | +68.6% | +69.3% | +95.5% |
| All | +137.9% | +68.4% | +69.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling