+2,713.6%
CSX vs ICE
+2,532.6%
+181.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | +6.7% | -9.4% | -4.8% |
| 30D | +7.0% | +13.4% | -6.4% | +2.5% |
| 3M | -0.3% | +16.5% | -16.8% | -5.5% |
| 6M | +13.5% | +12.8% | +0.7% | +8.3% |
| YTD | +41.5% | +8.5% | +33.0% | +35.9% |
| 1Y | +45.8% | +20.6% | +25.2% | +35.0% |
| 3Y | +74.4% | +67.4% | +7.0% | +43.4% |
| 5Y | +53.6% | +36.6% | +17.0% | +34.4% |
| 10Y | +465.6% | +270.4% | +195.2% | +261.1% |
| All | +2,713.6% | +2,532.6% | +181.0% | +1,118.6% |
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