+3,812.5%
CMG vs CSX
+2,280.3%
+1,532.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -1.4% |
| 7D | +8.0% | -5.5% | +13.5% | +10.5% |
| 30D | +11.9% | +4.9% | +7.0% | +9.6% |
| 3M | +2.1% | -2.9% | +5.0% | +3.2% |
| 6M | +5.2% | +8.3% | -3.2% | +1.0% |
| YTD | -6.9% | +36.7% | -43.7% | -19.0% |
| 1Y | +12.7% | +41.5% | -28.8% | -3.3% |
| 3Y | -16.8% | +68.6% | -85.4% | -34.6% |
| 5Y | -4.1% | +48.4% | -52.5% | -21.5% |
| 10Y | +364.7% | +446.6% | -81.9% | +109.9% |
| All | +3,812.5% | +2,280.3% | +1,532.2% | +638.7% |
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