+1,747.1%
NXPI vs CSX
+990.7%
+756.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +1.9% | -3.4% | +5.3% | +4.2% |
| 30D | -1.4% | -3.1% | +1.6% | +0.6% |
| 3M | -29.1% | +7.2% | -36.2% | -32.7% |
| 6M | +6.2% | +16.2% | -10.0% | -4.8% |
| YTD | +5.9% | +37.5% | -31.7% | -15.7% |
| 1Y | +2.9% | +53.2% | -50.3% | -24.1% |
| 3Y | +14.5% | +68.2% | -53.7% | -21.9% |
| 5Y | +17.1% | +65.2% | -48.2% | -20.1% |
| 10Y | +193.4% | +504.1% | -310.8% | -23.2% |
| All | +1,747.1% | +990.7% | +756.4% | +166.4% |
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