+427.3%
CSX vs ADP
+318.0%
+109.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.7% |
| 7D | -5.5% | +3.2% | -8.8% | -7.1% |
| 30D | +4.9% | +14.9% | -10.0% | -2.3% |
| 3M | -2.9% | +11.6% | -14.5% | -8.5% |
| 6M | +8.3% | +48.5% | -40.1% | -13.2% |
| YTD | +36.7% | +20.6% | +16.2% | +21.5% |
| 1Y | +41.5% | +23.7% | +17.8% | +23.8% |
| 3Y | +68.6% | +47.8% | +20.8% | +31.4% |
| 5Y | +48.4% | +47.7% | +0.7% | +13.2% |
| All | +427.3% | +318.0% | +109.3% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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