+10.9%
NEE vs CSX
+66.7%
-55.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.2% | -2.3% | +2.0% | +0.5% |
| 3M | +0.5% | +4.3% | -3.8% | -1.2% |
| 6M | -6.5% | +23.4% | -29.9% | -13.4% |
| YTD | +6.7% | +36.4% | -29.7% | -4.6% |
| 1Y | +23.6% | +53.0% | -29.4% | +5.9% |
| 3Y | +37.1% | +70.6% | -33.5% | +8.8% |
| 5Y | +10.9% | +65.5% | -54.5% | -13.0% |
| All | +10.9% | +66.7% | -55.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling