+427.3%
CSX vs CME
+331.0%
+96.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | +4.9% | +13.2% | -8.2% | -0.4% |
| 3M | -2.9% | +16.3% | -19.1% | -9.0% |
| 6M | +8.3% | +7.1% | +1.2% | +4.3% |
| YTD | +36.7% | +15.8% | +20.9% | +26.4% |
| 1Y | +41.5% | +17.1% | +24.4% | +30.0% |
| 3Y | +68.6% | +63.2% | +5.5% | +28.7% |
| 5Y | +48.4% | +70.2% | -21.8% | +9.0% |
| All | +427.3% | +331.0% | +96.3% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling