-3.0%
NU vs CSX
+51.3%
-54.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +8.2% | -3.2% | +11.5% | +9.0% |
| 3M | +26.3% | +2.6% | +23.7% | +24.3% |
| 6M | +2.2% | +19.8% | -17.6% | -5.4% |
| YTD | -10.4% | +34.7% | -45.0% | -18.9% |
| 1Y | -3.0% | +52.1% | -55.1% | -15.8% |
| All | -3.0% | +51.3% | -54.3% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling