+414.9%
CSX vs ADM
+133.7%
+281.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.8% |
| 7D | +6.0% | +4.2% | +1.8% | +4.2% |
| 30D | +7.8% | -12.8% | +20.6% | +13.9% |
| 3M | +4.1% | -8.5% | +12.6% | +7.4% |
| 6M | +17.9% | -10.9% | +28.8% | +22.4% |
| YTD | +44.9% | +29.4% | +15.5% | +27.1% |
| 1Y | +51.1% | +27.5% | +23.6% | +33.1% |
| 3Y | +78.3% | +10.3% | +67.9% | +60.6% |
| 5Y | +58.1% | +27.4% | +30.7% | +24.2% |
| All | +414.9% | +133.7% | +281.2% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling