+74.7%
CSX vs CMI
+154.5%
-79.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -3.1% | -13.4% | +10.4% | +1.2% |
| 3M | +7.2% | -17.0% | +24.2% | +12.5% |
| 6M | +16.2% | -1.6% | +17.8% | +14.3% |
| YTD | +37.5% | +11.0% | +26.6% | +28.6% |
| 1Y | +53.2% | +41.9% | +11.3% | +29.4% |
| All | +74.7% | +154.5% | -79.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling