+3,500.0%
CSX vs CCI
+907.3%
+2,592.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +4.3% | -16.3% | +20.6% | +7.3% |
| 6M | +23.4% | -13.9% | +37.3% | +26.1% |
| YTD | +36.4% | -12.4% | +48.8% | +38.7% |
| 1Y | +53.0% | -15.2% | +68.2% | +56.4% |
| 3Y | +70.6% | -9.9% | +80.5% | +70.7% |
| 5Y | +65.5% | -50.8% | +116.3% | +83.4% |
| 10Y | +482.4% | +18.3% | +464.1% | +452.6% |
| All | +3,500.0% | +907.3% | +2,592.6% | +2,326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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