+2,635.0%
CSX vs ICE
+2,331.7%
+303.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.5% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -3.1% | +7.6% | -10.7% | -5.5% |
| 3M | +7.2% | +13.9% | -6.8% | +2.2% |
| 6M | +16.2% | -2.4% | +18.5% | +16.2% |
| YTD | +37.5% | +0.3% | +37.3% | +35.8% |
| 1Y | +53.2% | -6.4% | +59.6% | +54.7% |
| 3Y | +68.2% | +43.1% | +25.1% | +46.0% |
| 5Y | +65.2% | +42.1% | +23.1% | +42.8% |
| 10Y | +504.1% | +220.9% | +283.2% | +304.1% |
| All | +2,635.0% | +2,331.7% | +303.3% | +1,118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling