+72.2%
CSX vs ADP
+16.9%
+55.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.3% |
| 7D | -3.4% | -3.4% | 0.0% | -2.6% |
| 30D | -3.1% | +2.8% | -5.9% | -3.7% |
| 3M | +7.2% | +20.9% | -13.8% | +2.3% |
| 6M | +16.2% | +29.9% | -13.7% | +8.6% |
| YTD | +37.5% | +9.6% | +27.9% | +37.4% |
| 1Y | +53.2% | -5.3% | +58.5% | +63.5% |
| All | +72.2% | +16.9% | +55.4% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling