+625.5%
CDE vs CSX
+75.3%
+550.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.2% | -7.5% |
| 7D | +14.0% | +0.7% | +13.3% | +13.6% |
| 30D | -10.7% | +8.1% | -18.8% | -13.9% |
| 3M | -15.8% | +2.2% | -18.0% | -16.7% |
| 6M | -17.5% | +14.6% | -32.1% | -23.1% |
| YTD | -14.1% | +42.2% | -56.3% | -26.6% |
| 1Y | +2.9% | +47.3% | -44.4% | -13.3% |
| 3Y | +625.5% | +73.5% | +551.9% | +363.9% |
| All | +625.5% | +75.3% | +550.2% | +363.9% |
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