+13.5%
CSX vs ADP
+48.3%
-34.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | -2.7% | +7.4% | -10.1% | -3.3% |
| 30D | +7.0% | +17.1% | -10.1% | +6.5% |
| 3M | -0.3% | +14.4% | -14.7% | -0.6% |
| 6M | +13.5% | +47.9% | -34.4% | +16.2% |
| All | +13.5% | +48.3% | -34.8% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling