+10,056.0%
CSX vs ADM
+1,573.2%
+8,482.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | -7.5% | +4.8% | -0.2% |
| 30D | +7.0% | -14.3% | +21.3% | +12.6% |
| 3M | -0.3% | -8.6% | +8.3% | +2.3% |
| 6M | +13.5% | -9.9% | +23.4% | +16.6% |
| YTD | +41.5% | +25.1% | +16.4% | +29.4% |
| 1Y | +45.8% | +28.8% | +16.9% | +31.8% |
| 3Y | +74.4% | +6.9% | +67.5% | +62.3% |
| 5Y | +53.6% | +25.9% | +27.7% | +32.9% |
| 10Y | +465.6% | +101.7% | +363.9% | +310.9% |
| All | +10,056.0% | +1,573.2% | +8,482.8% | +3,433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling