+50.3%
CSX vs ICE
+21.8%
+28.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.4% |
| 7D | -0.3% | +3.2% | -3.5% | -0.5% |
| 30D | +8.7% | +14.7% | -6.0% | +7.8% |
| 3M | +4.2% | +19.8% | -15.6% | +3.4% |
| 6M | +16.7% | +15.2% | +1.4% | +16.0% |
| YTD | +44.5% | +12.7% | +31.8% | +41.7% |
| 1Y | +50.3% | +20.4% | +29.9% | +40.3% |
| All | +50.3% | +21.8% | +28.5% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling