+427.3%
CSX vs ADM
+98.0%
+329.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -5.5% | -9.0% | +3.5% | -1.9% |
| 30D | +4.9% | -14.0% | +18.9% | +11.3% |
| 3M | -2.9% | -9.2% | +6.3% | +0.4% |
| 6M | +8.3% | -9.2% | +17.5% | +11.4% |
| YTD | +36.7% | +24.2% | +12.5% | +22.3% |
| 1Y | +41.5% | +27.0% | +14.5% | +25.0% |
| 3Y | +68.6% | +6.6% | +62.0% | +54.3% |
| 5Y | +48.4% | +25.0% | +23.5% | +17.9% |
| All | +427.3% | +98.0% | +329.4% | +184.6% |
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