+418.4%
CSX vs CMI
+323.3%
+95.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +3.1% | +1.5% | +1.6% | +2.3% |
| 30D | +9.7% | -14.0% | +23.7% | +17.4% |
| 3M | +4.9% | -28.3% | +33.3% | +22.6% |
| 6M | +18.4% | -34.9% | +53.3% | +43.0% |
| YTD | +45.9% | -9.9% | +55.7% | +46.0% |
| 1Y | +50.0% | -3.6% | +53.6% | +44.4% |
| 3Y | +78.0% | +120.9% | -42.9% | +2.6% |
| 5Y | +59.2% | +116.1% | -56.9% | -9.5% |
| All | +418.4% | +323.3% | +95.1% | +79.1% |
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