+48.2%
CSX vs CME
+69.3%
-21.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | +4.9% | +13.2% | -8.2% | +2.4% |
| 3M | -2.9% | +16.3% | -19.1% | -5.8% |
| 6M | +8.3% | +7.1% | +1.2% | +6.7% |
| YTD | +36.7% | +15.8% | +20.9% | +31.7% |
| 1Y | +41.5% | +17.1% | +24.4% | +35.8% |
| 3Y | +68.6% | +63.2% | +5.5% | +42.1% |
| All | +48.2% | +69.3% | -21.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling