+413.4%
CSX vs CME
+306.0%
+107.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | -0.3% | +2.5% | -2.8% | -1.3% |
| 30D | +8.7% | +13.9% | -5.2% | +2.9% |
| 3M | +4.2% | +22.4% | -18.2% | -4.4% |
| 6M | +16.7% | +12.9% | +3.8% | +9.9% |
| YTD | +44.5% | +19.6% | +24.9% | +31.9% |
| 1Y | +50.3% | +17.7% | +32.6% | +38.0% |
| 3Y | +76.3% | +65.3% | +11.0% | +34.3% |
| 5Y | +58.1% | +75.1% | -17.0% | +15.0% |
| All | +413.4% | +306.0% | +107.4% | +162.4% |
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