+74.5%
CSX vs APA
+34.8%
+39.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | -2.2% | -8.7% | +6.5% | -1.3% |
| 30D | +6.8% | -2.4% | +9.2% | +6.9% |
| 3M | +0.7% | +19.0% | -18.3% | -1.8% |
| 6M | +13.3% | +26.8% | -13.5% | +9.1% |
| YTD | +40.5% | +87.3% | -46.8% | +25.5% |
| 1Y | +44.7% | +92.3% | -47.6% | +28.5% |
| 3Y | +74.5% | +37.3% | +37.2% | +55.7% |
| All | +74.5% | +34.8% | +39.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling