+504.6%
CSX vs ADP
+285.1%
+219.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.9% |
| 7D | -3.4% | -3.4% | 0.0% | -1.6% |
| 30D | -3.1% | +2.8% | -5.9% | -4.6% |
| 3M | +7.2% | +20.9% | -13.8% | -3.7% |
| 6M | +16.2% | +29.9% | -13.7% | -0.8% |
| YTD | +37.5% | +9.6% | +27.9% | +28.6% |
| 1Y | +53.2% | -5.3% | +58.5% | +55.5% |
| 3Y | +68.2% | +16.5% | +51.8% | +49.5% |
| 5Y | +65.2% | +49.4% | +15.8% | +24.0% |
| All | +504.6% | +285.1% | +219.5% | +186.4% |
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