+3,708.8%
CSX vs NRG
+1,589.2%
+2,119.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | -1.0% |
| 7D | -3.4% | +7.1% | -10.5% | -5.3% |
| 30D | -3.1% | -1.4% | -1.7% | -3.0% |
| 3M | +7.2% | -10.5% | +17.6% | +8.9% |
| 6M | +16.2% | -26.7% | +42.9% | +24.0% |
| YTD | +37.5% | -24.5% | +62.1% | +44.7% |
| 1Y | +53.2% | -18.6% | +71.8% | +56.1% |
| 3Y | +68.2% | +227.1% | -158.9% | +3.4% |
| 5Y | +65.2% | +198.8% | -133.5% | +1.8% |
| 10Y | +504.1% | +1,122.3% | -618.1% | +117.4% |
| All | +3,708.8% | +1,589.2% | +2,119.6% | +1,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling