+45.2%
NU vs CSX
+40.2%
+5.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | +8.2% | -3.2% | +11.5% | +9.9% |
| 3M | +26.3% | +2.6% | +23.7% | +23.9% |
| 6M | +2.2% | +19.8% | -17.6% | -7.8% |
| YTD | -10.4% | +34.7% | -45.0% | -24.2% |
| 1Y | -3.0% | +52.1% | -55.1% | -23.4% |
| 3Y | +120.3% | +68.4% | +51.8% | +55.9% |
| All | +45.2% | +40.2% | +5.0% | +15.0% |
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