+1,268.9%
NOK vs CSX
+4,299.2%
-3,030.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.7% |
| 7D | -1.4% | -2.2% | +0.8% | -0.5% |
| 30D | -21.0% | +6.8% | -27.9% | -23.7% |
| 3M | -12.6% | +0.7% | -13.3% | -13.5% |
| 6M | -36.2% | +13.3% | -49.5% | -40.2% |
| YTD | +26.4% | +40.5% | -14.1% | +8.2% |
| 1Y | +19.6% | +44.7% | -25.1% | +1.1% |
| 3Y | +152.6% | +74.5% | +78.1% | +93.5% |
| 5Y | +57.3% | +52.0% | +5.3% | +26.5% |
| 10Y | +123.8% | +412.6% | -288.9% | +0.5% |
| All | +1,268.9% | +4,299.2% | -3,030.3% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling