+504.6%
CSX vs CME
+281.4%
+223.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -3.1% | +6.2% | -9.3% | -5.6% |
| 3M | +7.2% | +10.4% | -3.3% | +2.3% |
| 6M | +16.2% | -9.5% | +25.7% | +20.2% |
| YTD | +37.5% | +6.0% | +31.5% | +32.2% |
| 1Y | +53.2% | +9.3% | +44.0% | +44.9% |
| 3Y | +68.2% | +57.7% | +10.6% | +29.5% |
| 5Y | +65.2% | +77.7% | -12.5% | +17.3% |
| All | +504.6% | +281.4% | +223.2% | +187.1% |
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