+514.0%
NOW vs CSX
+415.8%
+98.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | +0.3% | +6.0% | -5.7% | -2.1% |
| 30D | -27.0% | +7.8% | -34.8% | -29.3% |
| 3M | -19.6% | +4.1% | -23.7% | -21.2% |
| 6M | +17.5% | +17.9% | -0.4% | +8.6% |
| YTD | -33.3% | +44.9% | -78.1% | -44.8% |
| 1Y | -39.8% | +51.1% | -91.0% | -51.2% |
| 3Y | -19.9% | +78.3% | -98.2% | -41.2% |
| 5Y | -26.1% | +58.1% | -84.2% | -42.8% |
| All | +514.0% | +415.8% | +98.2% | +258.0% |
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