+62.2%
CSX vs ADVB
-97.5%
+159.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.6% | -3.4% |
| 7D | -5.5% | -13.9% | +8.4% | -5.4% |
| 30D | +4.9% | -68.1% | +73.1% | +5.8% |
| 3M | -2.9% | -73.4% | +70.5% | -2.0% |
| 6M | +8.3% | -70.8% | +79.1% | +10.2% |
| YTD | +36.7% | -66.1% | +102.8% | +38.6% |
| 1Y | +41.5% | -77.5% | +119.0% | +44.1% |
| All | +62.2% | -97.5% | +159.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling