+427.3%
CSX vs APA
0.0%
+427.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.8% |
| 7D | -5.5% | -15.5% | +10.0% | -2.9% |
| 30D | +4.9% | +2.4% | +2.5% | +4.3% |
| 3M | -2.9% | +22.8% | -25.6% | -6.7% |
| 6M | +8.3% | +17.9% | -9.6% | +4.3% |
| YTD | +36.7% | +87.7% | -50.9% | +20.1% |
| 1Y | +41.5% | +94.2% | -52.7% | +23.3% |
| 3Y | +68.6% | +27.2% | +41.4% | +53.3% |
| 5Y | +48.4% | +74.1% | -25.7% | +22.4% |
| All | +427.3% | 0.0% | +427.3% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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