+72.2%
CSX vs APA
+5.6%
+66.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.2% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.1% | +23.4% | -26.5% | -5.7% |
| 3M | +7.2% | +12.7% | -5.5% | +5.3% |
| 6M | +16.2% | +39.4% | -23.2% | +9.5% |
| YTD | +37.5% | +79.0% | -41.4% | +24.3% |
| 1Y | +53.2% | +88.8% | -35.6% | +36.4% |
| All | +72.2% | +5.6% | +66.6% | +56.3% |
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