+399.1%
NVDA vs CSX
+73.8%
+325.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | +5.9% | -3.4% | +9.3% | +6.8% |
| 30D | +5.1% | -3.1% | +8.2% | +5.9% |
| 3M | +5.4% | +7.2% | -1.8% | +3.2% |
| 6M | +26.0% | +16.2% | +9.8% | +20.1% |
| YTD | +23.7% | +37.5% | -13.9% | +12.3% |
| 1Y | +34.4% | +53.2% | -18.9% | +17.8% |
| All | +399.1% | +73.8% | +325.3% | +319.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling