+17.6%
NEE vs CSX
+47.4%
-29.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | +3.9% | -5.5% | +9.4% | +5.9% |
| 30D | +12.8% | +4.9% | +7.9% | +11.0% |
| 3M | +3.6% | -2.9% | +6.4% | +4.4% |
| 6M | -7.5% | +8.3% | -15.8% | -10.4% |
| YTD | +10.7% | +36.7% | -26.1% | -1.2% |
| 1Y | +9.1% | +41.5% | -32.4% | -3.8% |
| 3Y | +61.0% | +68.6% | -7.6% | +28.1% |
| All | +17.6% | +47.4% | -29.8% | -4.4% |
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