+52.0%
CSX vs ADM
+26.0%
+26.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -2.2% | -7.8% | +5.6% | -0.4% |
| 30D | +6.8% | -12.6% | +19.4% | +10.1% |
| 3M | +0.7% | -8.2% | +8.9% | +2.4% |
| 6M | +13.3% | -8.9% | +22.2% | +15.0% |
| YTD | +40.5% | +24.0% | +16.5% | +31.7% |
| 1Y | +44.7% | +26.2% | +18.5% | +34.9% |
| 3Y | +74.5% | +7.0% | +67.5% | +66.0% |
| 5Y | +52.0% | +24.9% | +27.1% | +30.4% |
| All | +52.0% | +26.0% | +26.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling