+506.3%
NOW vs CSX
+416.0%
+90.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | -8.7% | +0.7% | -9.5% | -9.0% |
| 30D | -29.3% | +8.1% | -37.4% | -31.7% |
| 3M | -21.8% | +2.2% | -24.0% | -22.8% |
| 6M | +9.2% | +14.6% | -5.4% | +2.2% |
| YTD | -35.0% | +42.2% | -77.2% | -45.8% |
| 1Y | -42.5% | +47.3% | -89.8% | -52.9% |
| 3Y | -21.5% | +73.5% | -95.1% | -41.7% |
| 5Y | -25.8% | +54.1% | -79.9% | -42.0% |
| 10Y | +506.3% | +409.0% | +97.4% | +258.6% |
| All | +506.3% | +416.0% | +90.3% | +258.6% |
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