+70.6%
CSX vs NRG
+229.1%
-158.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +0.6% | +9.3% | -8.6% | -0.3% |
| 30D | -2.3% | +1.3% | -3.5% | -2.5% |
| 3M | +4.3% | -6.0% | +10.3% | +4.4% |
| 6M | +23.4% | -22.0% | +45.3% | +25.6% |
| YTD | +36.4% | -24.1% | +60.5% | +39.1% |
| 1Y | +53.0% | -18.0% | +71.1% | +54.2% |
| 3Y | +70.6% | +220.0% | -149.4% | +45.3% |
| All | +70.6% | +229.1% | -158.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling