+322.3%
CMG vs CSX
+481.1%
-158.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +12.1% | -3.2% | +15.3% | +13.5% |
| 3M | +20.6% | +2.6% | +18.0% | +18.9% |
| 6M | +2.1% | +19.8% | -17.7% | -5.6% |
| YTD | -2.6% | +34.7% | -37.3% | -14.2% |
| 1Y | -8.7% | +52.1% | -60.8% | -23.5% |
| 3Y | -7.4% | +68.4% | -75.8% | -26.6% |
| 5Y | -5.7% | +65.1% | -70.8% | -25.5% |
| 10Y | +322.3% | +496.7% | -174.4% | +140.0% |
| All | +322.3% | +481.1% | -158.8% | +140.0% |
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 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