+409.0%
CSX vs ADP
+315.9%
+93.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | +0.7% | +3.2% | -2.5% | -0.9% |
| 30D | +8.1% | +12.8% | -4.7% | +1.6% |
| 3M | +2.2% | +12.3% | -10.1% | -4.1% |
| 6M | +14.6% | +45.4% | -30.8% | -7.0% |
| YTD | +42.2% | +21.4% | +20.8% | +25.9% |
| 1Y | +47.3% | +23.7% | +23.6% | +28.9% |
| 3Y | +73.5% | +43.6% | +29.9% | +37.6% |
| 5Y | +54.1% | +48.7% | +5.4% | +17.1% |
| 10Y | +409.0% | +316.1% | +92.9% | +144.2% |
| All | +409.0% | +315.9% | +93.1% | +144.2% |
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