+412.6%
CSX vs CMI
+354.1%
+58.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +1.0% |
| 7D | -2.2% | -6.8% | +4.6% | +1.0% |
| 30D | +6.8% | -10.9% | +17.7% | +12.4% |
| 3M | +0.7% | -27.3% | +28.0% | +17.0% |
| 6M | +13.3% | -30.9% | +44.1% | +32.7% |
| YTD | +40.5% | -7.7% | +48.2% | +39.1% |
| 1Y | +44.7% | 0.0% | +44.7% | +36.7% |
| 3Y | +74.5% | +130.1% | -55.6% | -1.5% |
| 5Y | +52.0% | +121.5% | -69.5% | -14.5% |
| 10Y | +412.6% | +339.4% | +73.3% | +77.7% |
| All | +412.6% | +354.1% | +58.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling