+416.4%
CSX vs ADM
+118.6%
+297.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.7% | -11.8% | +20.5% | +14.3% |
| 3M | +4.2% | -11.3% | +15.5% | +8.9% |
| 6M | +16.7% | -10.0% | +26.7% | +20.6% |
| YTD | +44.5% | +25.9% | +18.6% | +28.2% |
| 1Y | +50.3% | +26.7% | +23.6% | +32.7% |
| 3Y | +76.3% | +8.1% | +68.2% | +60.0% |
| 5Y | +58.1% | +23.5% | +34.6% | +26.0% |
| 10Y | +416.4% | +128.2% | +288.2% | +164.3% |
| All | +416.4% | +118.6% | +297.8% | +164.3% |
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