+9,772.3%
CSX vs ADM
+1,908.9%
+7,863.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +3.8% | -7.1% | -4.7% |
| 30D | -3.1% | +9.8% | -12.8% | -6.3% |
| 3M | +7.2% | +2.1% | +5.0% | +5.9% |
| 6M | +16.2% | +27.5% | -11.3% | +6.0% |
| YTD | +37.5% | +50.2% | -12.7% | +18.6% |
| 1Y | +53.2% | +40.6% | +12.6% | +34.6% |
| 3Y | +68.2% | +17.2% | +51.0% | +52.2% |
| 5Y | +65.2% | +61.9% | +3.3% | +31.4% |
| 10Y | +504.1% | +159.3% | +344.9% | +304.1% |
| All | +9,772.3% | +1,908.9% | +7,863.4% | +3,136.4% |
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 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