+74.5%
CSX vs APA
+21.0%
+53.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.1% |
| 7D | -2.7% | -15.6% | +12.9% | -0.9% |
| 30D | +7.0% | -0.9% | +7.9% | +6.9% |
| 3M | -0.3% | +26.1% | -26.4% | -3.5% |
| 6M | +13.5% | +6.1% | +7.4% | +12.0% |
| YTD | +41.5% | +82.8% | -41.3% | +26.8% |
| 1Y | +45.8% | +106.5% | -60.7% | +27.7% |
| All | +74.5% | +21.0% | +53.5% | +60.9% |
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