+47.3%
CSX vs ADM
+25.0%
+22.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +0.7% | -1.8% | +2.6% | +0.9% |
| 30D | +8.1% | -13.3% | +21.3% | +9.8% |
| 3M | +2.2% | -13.4% | +15.6% | +3.8% |
| 6M | +14.6% | -9.6% | +24.2% | +15.3% |
| YTD | +42.2% | +23.0% | +19.2% | +36.4% |
| 1Y | +47.3% | +27.4% | +19.9% | +41.8% |
| All | +47.3% | +25.0% | +22.3% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling