+409.0%
CSX vs ADM
+100.5%
+308.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +0.7% | -1.8% | +2.6% | +1.5% |
| 30D | +8.1% | -13.3% | +21.3% | +14.3% |
| 3M | +2.2% | -13.4% | +15.6% | +7.8% |
| 6M | +14.6% | -9.6% | +24.2% | +18.1% |
| YTD | +42.2% | +23.0% | +19.2% | +27.5% |
| 1Y | +47.3% | +27.4% | +19.9% | +29.8% |
| 3Y | +73.5% | +5.7% | +67.9% | +59.2% |
| 5Y | +54.1% | +22.1% | +32.0% | +23.5% |
| 10Y | +409.0% | +106.0% | +303.0% | +173.2% |
| All | +409.0% | +100.5% | +308.5% | +173.2% |
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