+51.6%
CDE vs CSX
+415.8%
-364.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | -9.6% | +6.0% | -15.6% | -12.2% |
| 30D | -6.7% | +7.8% | -14.5% | -10.5% |
| 3M | -24.2% | +4.1% | -28.3% | -26.1% |
| 6M | -29.1% | +17.9% | -47.0% | -35.5% |
| YTD | -21.5% | +44.9% | -66.4% | -35.4% |
| 1Y | -7.4% | +51.1% | -58.5% | -25.4% |
| 3Y | +596.3% | +78.3% | +518.0% | +404.1% |
| 5Y | +95.7% | +58.1% | +37.6% | +49.1% |
| All | +51.6% | +415.8% | -364.2% | -12.3% |
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