+48.8%
NU vs CSX
+43.3%
+5.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.4% |
| 7D | +7.5% | -3.4% | +10.9% | +9.2% |
| 30D | +6.1% | -3.1% | +9.2% | +7.7% |
| 3M | +26.8% | +7.2% | +19.6% | +21.7% |
| 6M | +2.5% | +16.2% | -13.7% | -6.1% |
| YTD | -8.2% | +37.5% | -45.7% | -23.1% |
| 1Y | +3.4% | +53.2% | -49.9% | -18.6% |
| 3Y | +116.2% | +68.2% | +47.9% | +53.9% |
| All | +48.8% | +43.3% | +5.5% | +16.6% |
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