-16.8%
CMG vs CSX
+68.4%
-85.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -1.7% |
| 7D | +8.0% | -5.5% | +13.5% | +9.9% |
| 30D | +11.9% | +4.9% | +7.0% | +10.1% |
| 3M | +2.1% | -2.9% | +5.0% | +3.0% |
| 6M | +5.2% | +8.3% | -3.2% | +1.6% |
| YTD | -6.9% | +36.7% | -43.7% | -18.0% |
| 1Y | +12.7% | +41.5% | -28.8% | -2.1% |
| 3Y | -16.8% | +68.6% | -85.4% | -33.9% |
| All | -16.8% | +68.4% | -85.2% | -33.9% |
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