+281.9%
NEE vs CSX
+436.1%
-154.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | +12.3% | +6.8% | +5.4% | +10.0% |
| 3M | +3.4% | +0.7% | +2.7% | +3.0% |
| 6M | -5.3% | +13.3% | -18.6% | -9.2% |
| YTD | +10.6% | +40.5% | -30.0% | -0.9% |
| 1Y | +6.5% | +44.7% | -38.2% | -5.4% |
| 3Y | +73.5% | +74.5% | -1.0% | +42.9% |
| 5Y | +17.0% | +52.0% | -35.0% | -0.5% |
| 10Y | +281.9% | +412.6% | -130.8% | +173.8% |
| All | +281.9% | +436.1% | -154.2% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling