+4,633.4%
CSX vs CME
+8,206.4%
-3,573.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.7% | +3.7% | -6.3% | -4.0% |
| 30D | +7.0% | +13.7% | -6.7% | +2.0% |
| 3M | -0.3% | +16.6% | -16.9% | -6.0% |
| 6M | +13.5% | +8.2% | +5.4% | +9.3% |
| YTD | +41.5% | +16.3% | +25.2% | +32.1% |
| 1Y | +45.8% | +19.1% | +26.7% | +34.7% |
| 3Y | +74.4% | +67.4% | +7.0% | +39.2% |
| 5Y | +53.6% | +71.0% | -17.4% | +20.5% |
| 10Y | +465.6% | +338.9% | +126.7% | +208.8% |
| All | +4,633.4% | +8,206.4% | -3,573.0% | +1,227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling