+2,111.6%
NOW vs CSX
+788.8%
+1,322.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.4% |
| 7D | -27.5% | +0.1% | -27.7% | -27.7% |
| 30D | -20.0% | +9.7% | -29.8% | -23.3% |
| 3M | -7.9% | +2.3% | -10.2% | -9.1% |
| 6M | +18.3% | +17.1% | +1.2% | +9.3% |
| YTD | -29.0% | +44.9% | -73.9% | -41.5% |
| 1Y | -38.7% | +47.1% | -85.8% | -49.9% |
| 3Y | -10.3% | +78.6% | -88.9% | -34.4% |
| 5Y | -22.5% | +57.2% | -79.7% | -40.0% |
| 10Y | +553.8% | +479.2% | +74.6% | +176.4% |
| All | +2,111.6% | +788.8% | +1,322.8% | +621.8% |
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