+9,714.3%
CSX vs CMI
+15,846.7%
-6,132.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -5.5% | -10.0% | +4.5% | -1.7% |
| 30D | +4.9% | -13.0% | +17.9% | +10.4% |
| 3M | -2.9% | -29.9% | +27.0% | +11.0% |
| 6M | +8.3% | -36.7% | +45.0% | +27.4% |
| YTD | +36.7% | -10.9% | +47.7% | +39.2% |
| 1Y | +41.5% | -1.3% | +42.8% | +38.1% |
| 3Y | +68.6% | +117.4% | -48.8% | +17.7% |
| 5Y | +48.4% | +112.9% | -64.5% | +3.2% |
| 10Y | +446.6% | +366.7% | +79.9% | +178.0% |
| All | +9,714.3% | +15,846.7% | -6,132.3% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling