+11.5%
NEE vs CSX
+57.8%
-46.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.1% | +6.0% | -8.1% | -4.1% |
| 30D | +8.6% | +7.8% | +0.8% | +5.8% |
| 3M | -0.3% | +4.1% | -4.4% | -1.8% |
| 6M | -8.9% | +17.9% | -26.8% | -14.3% |
| YTD | +8.3% | +44.9% | -36.6% | -5.3% |
| 1Y | +4.3% | +51.1% | -46.9% | -10.2% |
| 3Y | +70.7% | +78.3% | -7.5% | +33.2% |
| All | +11.5% | +57.8% | -46.3% | -11.2% |
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