+504.6%
CSX vs APA
+7.4%
+497.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.1% | +23.4% | -26.5% | -6.7% |
| 3M | +7.2% | +12.7% | -5.5% | +4.5% |
| 6M | +16.2% | +39.4% | -23.2% | +8.2% |
| YTD | +37.5% | +79.0% | -41.4% | +22.2% |
| 1Y | +53.2% | +88.8% | -35.6% | +34.0% |
| 3Y | +68.2% | +6.4% | +61.9% | +58.2% |
| 5Y | +65.2% | +153.0% | -87.8% | +27.1% |
| All | +504.6% | +7.4% | +497.2% | +319.2% |
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