+835.9%
CDE vs CSX
+68.3%
+767.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +18.8% | -2.3% | +21.1% | +20.1% |
| 3M | +23.5% | +4.3% | +19.2% | +20.7% |
| 6M | -8.6% | +23.4% | -32.0% | -17.8% |
| YTD | +16.0% | +36.4% | -20.4% | +0.7% |
| 1Y | +42.1% | +53.0% | -11.0% | +17.6% |
| 3Y | +835.9% | +70.6% | +765.3% | +513.0% |
| All | +835.9% | +68.3% | +767.6% | +513.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling