+3,981.8%
CMG vs CSX
+2,375.3%
+1,606.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +8.0% | +0.7% | +7.3% | +7.7% |
| 30D | +13.7% | +8.1% | +5.6% | +10.0% |
| 3M | +11.8% | +2.2% | +9.6% | +10.6% |
| 6M | +10.6% | +14.6% | -4.0% | +3.9% |
| YTD | -2.9% | +42.2% | -45.1% | -16.8% |
| 1Y | +17.8% | +47.3% | -29.5% | -0.4% |
| 3Y | -15.3% | +73.5% | -88.8% | -34.1% |
| 5Y | -0.9% | +54.1% | -55.0% | -20.1% |
| 10Y | +358.4% | +409.0% | -50.6% | +113.7% |
| All | +3,981.8% | +2,375.3% | +1,606.5% | +658.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling