+496.7%
CSX vs CMI
+501.9%
-5.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -3.2% | -12.3% | +9.1% | +3.2% |
| 3M | +2.6% | -16.8% | +19.4% | +11.0% |
| 6M | +19.8% | +1.5% | +18.3% | +15.5% |
| YTD | +34.7% | +9.8% | +24.9% | +23.2% |
| 1Y | +52.1% | +42.6% | +9.6% | +19.4% |
| 3Y | +68.4% | +151.0% | -82.6% | -7.6% |
| 5Y | +65.1% | +167.0% | -101.9% | -15.1% |
| 10Y | +496.7% | +512.2% | -15.4% | +76.6% |
| All | +496.7% | +501.9% | -5.1% | +76.6% |
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