+496.7%
CSX vs NRG
+1,058.7%
-561.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.5% |
| 7D | -0.6% | +3.9% | -4.4% | -1.4% |
| 30D | -3.2% | -3.0% | -0.3% | -2.8% |
| 3M | +2.6% | -10.9% | +13.5% | +4.0% |
| 6M | +19.8% | -25.3% | +45.1% | +25.5% |
| YTD | +34.7% | -26.8% | +61.5% | +41.1% |
| 1Y | +52.1% | -23.3% | +75.4% | +56.5% |
| 3Y | +68.4% | +208.6% | -140.2% | +12.1% |
| 5Y | +65.1% | +194.1% | -129.0% | +9.0% |
| 10Y | +496.7% | +1,123.6% | -626.9% | +206.6% |
| All | +496.7% | +1,058.7% | -561.9% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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