+41.5%
CSX vs CME
+18.8%
+22.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -5.5% | +0.9% | -6.4% | -5.5% |
| 30D | +4.9% | +13.2% | -8.2% | +4.7% |
| 3M | -2.9% | +16.3% | -19.1% | -3.1% |
| 6M | +8.3% | +7.1% | +1.2% | +7.9% |
| YTD | +36.7% | +15.8% | +20.9% | +34.9% |
| 1Y | +41.5% | +17.1% | +24.4% | +39.8% |
| All | +41.5% | +18.8% | +22.7% | +39.8% |
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