+47.1%
CSX vs CME
+19.8%
+27.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.6% |
| 7D | +0.1% | +4.8% | -4.7% | 0.0% |
| 30D | +9.7% | +14.2% | -4.4% | +9.5% |
| 3M | +2.3% | +17.9% | -15.7% | +2.0% |
| 6M | +17.1% | +7.2% | +9.8% | +16.5% |
| YTD | +44.9% | +16.7% | +28.2% | +43.0% |
| 1Y | +47.1% | +19.6% | +27.5% | +45.2% |
| All | +47.1% | +19.8% | +27.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling