+53.6%
CSX vs ADP
+49.8%
+3.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | -2.7% | +7.4% | -10.1% | -5.3% |
| 30D | +7.0% | +17.1% | -10.1% | +0.9% |
| 3M | -0.3% | +14.4% | -14.7% | -5.4% |
| 6M | +13.5% | +47.9% | -34.4% | -3.3% |
| YTD | +41.5% | +22.1% | +19.4% | +31.1% |
| 1Y | +45.8% | +21.8% | +24.0% | +35.1% |
| 3Y | +74.4% | +50.5% | +23.9% | +44.0% |
| 5Y | +53.6% | +49.6% | +4.0% | +25.1% |
| All | +53.6% | +49.8% | +3.8% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling