+418.4%
CSX vs ICE
+258.3%
+160.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +3.1% | +2.2% | +0.9% | +1.9% |
| 30D | +9.7% | +13.7% | -4.0% | +2.6% |
| 3M | +4.9% | +17.9% | -13.0% | -3.9% |
| 6M | +18.4% | +15.0% | +3.4% | +9.2% |
| YTD | +45.9% | +10.9% | +34.9% | +35.3% |
| 1Y | +50.0% | +17.0% | +33.0% | +34.9% |
| 3Y | +78.0% | +68.2% | +9.8% | +25.9% |
| 5Y | +59.2% | +40.4% | +18.8% | +24.2% |
| All | +418.4% | +258.3% | +160.1% | +147.2% |
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