-3.0%
CMG vs CSX
+66.7%
-69.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +12.7% | -2.3% | +15.0% | +13.7% |
| 3M | +26.3% | +4.3% | +22.0% | +23.6% |
| 6M | +4.5% | +23.4% | -18.9% | -4.9% |
| YTD | -0.1% | +36.4% | -36.5% | -13.0% |
| 1Y | -6.8% | +53.0% | -59.8% | -22.9% |
| 3Y | -5.0% | +70.6% | -75.6% | -27.1% |
| 5Y | -3.0% | +65.5% | -68.5% | -25.0% |
| All | -3.0% | +66.7% | -69.8% | -25.0% |
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 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