+71.5%
CSX vs ICE
+65.5%
+6.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.6% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | +6.8% | +11.4% | -4.6% | +4.6% |
| 3M | +0.7% | +16.2% | -15.5% | -2.2% |
| 6M | +13.3% | +12.5% | +0.8% | +10.9% |
| YTD | +40.5% | +8.6% | +32.0% | +37.7% |
| 1Y | +44.7% | +18.4% | +26.3% | +37.6% |
| All | +71.5% | +65.5% | +6.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling