+16.9%
NU vs CSX
+48.1%
-31.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | -25.1% | +8.1% | -33.1% | -28.1% |
| 3M | -12.8% | +2.2% | -15.0% | -14.2% |
| 6M | -12.5% | +14.6% | -27.1% | -19.2% |
| YTD | -27.8% | +42.2% | -70.0% | -40.8% |
| 1Y | -24.6% | +47.3% | -71.9% | -39.3% |
| 3Y | +41.8% | +73.5% | -31.7% | -0.9% |
| All | +16.9% | +48.1% | -31.2% | -10.2% |
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