+45.6%
CSX vs CME
+15.2%
+30.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | +6.8% | +8.5% | -1.7% | +6.6% |
| 3M | +0.7% | +16.0% | -15.3% | +0.5% |
| 6M | +13.3% | +9.3% | +3.9% | +12.8% |
| YTD | +40.5% | +15.3% | +25.2% | +38.7% |
| All | +45.6% | +15.2% | +30.4% | +44.2% |
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