+9,772.3%
CSX vs ADP
+11,097.1%
-1,324.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.8% |
| 7D | -3.4% | -3.4% | 0.0% | -1.8% |
| 30D | -3.1% | +2.8% | -5.9% | -4.4% |
| 3M | +7.2% | +20.9% | -13.8% | -2.6% |
| 6M | +16.2% | +29.9% | -13.7% | +0.9% |
| YTD | +37.5% | +9.6% | +27.9% | +28.9% |
| 1Y | +53.2% | -5.3% | +58.5% | +53.7% |
| 3Y | +68.2% | +16.5% | +51.8% | +51.5% |
| 5Y | +65.2% | +49.4% | +15.8% | +30.7% |
| 10Y | +504.1% | +282.2% | +221.9% | +204.2% |
| All | +9,772.3% | +11,097.1% | -1,324.9% | +1,244.2% |
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 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