+9,772.3%
CSX vs CMI
+19,768.2%
-9,996.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -3.1% | -13.4% | +10.4% | +2.5% |
| 3M | +7.2% | -17.0% | +24.2% | +14.2% |
| 6M | +16.2% | -1.6% | +17.8% | +15.1% |
| YTD | +37.5% | +11.0% | +26.6% | +29.1% |
| 1Y | +53.2% | +41.9% | +11.3% | +29.6% |
| 3Y | +68.2% | +151.8% | -83.6% | +11.4% |
| 5Y | +65.2% | +163.6% | -98.4% | +6.0% |
| 10Y | +504.1% | +472.9% | +31.2% | +184.2% |
| All | +9,772.3% | +19,768.2% | -9,996.0% | +1,194.7% |
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 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