+412.6%
CSX vs CME
+320.1%
+92.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +6.8% | +8.5% | -1.7% | +3.2% |
| 3M | +0.7% | +16.0% | -15.3% | -5.6% |
| 6M | +13.3% | +9.3% | +3.9% | +8.1% |
| YTD | +40.5% | +15.3% | +25.2% | +30.3% |
| 1Y | +44.7% | +14.4% | +30.3% | +34.4% |
| 3Y | +74.5% | +59.9% | +14.6% | +34.7% |
| 5Y | +52.0% | +69.4% | -17.4% | +12.0% |
| 10Y | +412.6% | +299.5% | +113.2% | +162.5% |
| All | +412.6% | +320.1% | +92.6% | +162.5% |
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