+10,056.0%
CSX vs ADP
+12,367.0%
-2,311.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.9% |
| 7D | -2.7% | +7.4% | -10.1% | -5.9% |
| 30D | +7.0% | +17.1% | -10.1% | -0.6% |
| 3M | -0.3% | +14.4% | -14.7% | -6.7% |
| 6M | +13.5% | +47.9% | -34.4% | -6.7% |
| YTD | +41.5% | +22.1% | +19.4% | +25.9% |
| 1Y | +45.8% | +21.8% | +24.0% | +29.7% |
| 3Y | +74.4% | +50.5% | +23.9% | +39.3% |
| 5Y | +53.6% | +49.6% | +4.0% | +21.4% |
| 10Y | +465.6% | +329.3% | +136.4% | +169.3% |
| All | +10,056.0% | +12,367.0% | -2,311.0% | +1,212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling