+54.1%
CSX vs CME
+72.0%
-17.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.7% | +1.7% | -0.9% | +0.4% |
| 30D | +8.1% | +10.2% | -2.1% | +6.0% |
| 3M | +2.2% | +17.8% | -15.6% | -1.2% |
| 6M | +14.6% | +11.0% | +3.6% | +12.0% |
| YTD | +42.2% | +17.0% | +25.2% | +36.6% |
| 1Y | +47.3% | +15.8% | +31.5% | +41.9% |
| 3Y | +73.5% | +61.8% | +11.7% | +47.1% |
| 5Y | +54.1% | +72.5% | -18.4% | +24.1% |
| All | +54.1% | +72.0% | -17.9% | +24.1% |
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