+499.2%
NOW vs CSX
+440.0%
+59.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.0% |
| 7D | -3.0% | -5.5% | +2.5% | -0.8% |
| 30D | -26.0% | +4.9% | -31.0% | -27.6% |
| 3M | -13.1% | -2.9% | -10.3% | -12.4% |
| 6M | +14.5% | +8.3% | +6.2% | +9.6% |
| YTD | -33.4% | +36.7% | -70.2% | -43.6% |
| 1Y | -40.6% | +41.5% | -82.1% | -50.5% |
| 3Y | -16.3% | +68.6% | -84.9% | -37.0% |
| 5Y | -26.3% | +48.4% | -74.8% | -41.4% |
| All | +499.2% | +440.0% | +59.2% | +276.4% |
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 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