+50.8%
CDE vs CSX
+55.3%
-4.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +0.5% | -3.4% | +3.9% | +2.3% |
| 30D | +21.9% | -3.1% | +24.9% | +23.9% |
| 3M | +14.9% | +7.2% | +7.8% | +9.3% |
| 6M | -10.5% | +16.2% | -26.7% | -21.1% |
| YTD | +19.3% | +37.5% | -18.3% | +1.7% |
| 1Y | +50.8% | +53.2% | -2.4% | +30.1% |
| All | +50.8% | +55.3% | -4.5% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling