+202.9%
CDE vs CSX
+63.3%
+139.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | +15.7% | -3.2% | +18.9% | +17.8% |
| 3M | +30.5% | +2.6% | +27.9% | +28.3% |
| 6M | -7.4% | +19.8% | -27.2% | -16.7% |
| YTD | +17.9% | +34.7% | -16.7% | 0.0% |
| 1Y | +46.7% | +52.1% | -5.4% | +16.6% |
| 3Y | +851.3% | +68.4% | +782.9% | +581.2% |
| 5Y | +202.9% | +65.1% | +137.8% | +117.8% |
| All | +202.9% | +63.3% | +139.7% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling