+58.1%
CSX vs ICE
+43.9%
+14.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -0.3% | +3.2% | -3.5% | -1.4% |
| 30D | +8.7% | +14.7% | -6.0% | +3.6% |
| 3M | +4.2% | +19.8% | -15.6% | -2.2% |
| 6M | +16.7% | +15.2% | +1.4% | +10.9% |
| YTD | +44.5% | +12.7% | +31.8% | +37.1% |
| 1Y | +50.3% | +20.4% | +29.9% | +38.4% |
| 3Y | +76.3% | +70.8% | +5.5% | +34.2% |
| 5Y | +58.1% | +43.9% | +14.2% | +31.8% |
| All | +58.1% | +43.9% | +14.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling