+504.6%
CSX vs ICE
+220.5%
+284.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -3.1% | +7.6% | -10.7% | -6.8% |
| 3M | +7.2% | +13.9% | -6.8% | -0.5% |
| 6M | +16.2% | -2.4% | +18.5% | +16.5% |
| YTD | +37.5% | +0.3% | +37.3% | +34.7% |
| 1Y | +53.2% | -6.4% | +59.6% | +55.8% |
| 3Y | +68.2% | +43.1% | +25.1% | +30.1% |
| 5Y | +65.2% | +42.1% | +23.1% | +26.0% |
| All | +504.6% | +220.5% | +284.0% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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