+7,949.9%
NVDA vs CSX
+422.0%
+7,527.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.9% |
| 7D | -13.2% | -0.3% | -12.9% | -13.1% |
| 30D | -23.2% | +8.7% | -31.9% | -27.4% |
| 3M | -20.0% | +4.2% | -24.2% | -22.7% |
| 6M | -20.6% | +16.7% | -37.3% | -28.8% |
| YTD | -6.6% | +44.5% | -51.1% | -27.2% |
| 1Y | -9.8% | +50.3% | -60.1% | -31.5% |
| 3Y | +260.5% | +76.3% | +184.2% | +136.4% |
| 5Y | +474.2% | +58.1% | +416.0% | +308.7% |
| 10Y | +7,949.9% | +416.4% | +7,533.5% | +3,907.5% |
| All | +7,949.9% | +422.0% | +7,527.9% | +3,907.5% |
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