+309.2%
NVDA vs CSX
+68.4%
+240.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.1% | +3.5% |
| 7D | -8.8% | -5.5% | -3.3% | -7.6% |
| 30D | -21.4% | +4.9% | -26.3% | -22.4% |
| 3M | -14.7% | -2.9% | -11.8% | -14.1% |
| 6M | -10.0% | +8.3% | -18.3% | -12.3% |
| YTD | +0.3% | +36.7% | -36.4% | -9.2% |
| 1Y | -0.5% | +41.5% | -42.0% | -10.9% |
| 3Y | +309.2% | +68.6% | +240.5% | +253.7% |
| All | +309.2% | +68.4% | +240.8% | +253.7% |
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