+58.3%
CSX vs NRG
+206.1%
-147.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.0% | +10.0% | -4.0% | +4.7% |
| 30D | +7.8% | -3.2% | +11.0% | +7.9% |
| 3M | +4.1% | -18.5% | +22.6% | +6.4% |
| 6M | +17.9% | -25.3% | +43.2% | +21.2% |
| YTD | +44.9% | -38.1% | +83.0% | +52.5% |
| 1Y | +51.1% | -40.7% | +91.8% | +59.9% |
| 3Y | +78.3% | +121.8% | -43.5% | +33.9% |
| All | +58.3% | +206.1% | -147.9% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling