+54.3%
CDE vs CSX
+502.6%
-448.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +9.5% | -1.5% | +11.0% | +10.3% |
| 3M | +32.0% | +6.0% | +26.0% | +27.8% |
| 6M | -12.8% | +20.6% | -33.4% | -21.0% |
| YTD | +14.2% | +36.5% | -22.3% | -2.6% |
| 1Y | +36.3% | +55.0% | -18.7% | +9.1% |
| 3Y | +821.4% | +70.8% | +750.6% | +586.5% |
| 5Y | +194.3% | +69.6% | +124.7% | +118.0% |
| All | +54.3% | +502.6% | -448.3% | -31.6% |
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