+67.8%
CSX vs CME
+78.2%
-10.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | -3.1% | +6.2% | -9.3% | -4.3% |
| 3M | +7.2% | +10.4% | -3.3% | +4.8% |
| 6M | +16.2% | -9.5% | +25.7% | +18.7% |
| YTD | +37.5% | +6.0% | +31.5% | +34.8% |
| 1Y | +53.2% | +9.3% | +44.0% | +48.7% |
| 3Y | +68.2% | +57.7% | +10.6% | +40.2% |
| All | +67.8% | +78.2% | -10.4% | +26.2% |
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 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