+416.4%
CSX vs APA
+4.1%
+412.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.0% |
| 7D | -0.3% | +5.1% | -5.3% | -1.1% |
| 30D | +8.7% | +0.3% | +8.4% | +8.4% |
| 3M | +4.2% | +15.6% | -11.4% | +1.2% |
| 6M | +16.7% | +28.9% | -12.2% | +10.6% |
| YTD | +44.5% | +96.6% | -52.1% | +25.9% |
| 1Y | +50.3% | +95.5% | -45.2% | +30.9% |
| 3Y | +76.3% | +41.8% | +34.5% | +57.3% |
| 5Y | +58.1% | +85.4% | -27.3% | +29.1% |
| 10Y | +416.4% | +4.5% | +411.9% | +256.0% |
| All | +416.4% | +4.1% | +412.3% | +256.0% |
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