+1,921.9%
NXPI vs CSX
+984.2%
+937.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +3.8% |
| 7D | -4.4% | -5.5% | +1.2% | -0.7% |
| 30D | +5.6% | +4.9% | +0.6% | +1.8% |
| 3M | +7.6% | -2.9% | +10.5% | +9.1% |
| 6M | -17.6% | +8.3% | -25.9% | -22.8% |
| YTD | +15.9% | +36.7% | -20.8% | -7.7% |
| 1Y | +22.4% | +41.5% | -19.1% | -4.8% |
| 3Y | +43.2% | +68.6% | -25.4% | -2.8% |
| 5Y | +21.4% | +48.4% | -27.1% | -11.1% |
| 10Y | +186.8% | +446.6% | -259.8% | -18.9% |
| All | +1,921.9% | +984.2% | +937.7% | +191.6% |
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