+58.3%
CSX vs APA
+94.1%
-35.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +6.0% | +8.5% | -2.6% | +4.8% |
| 30D | +7.8% | +2.8% | +5.0% | +7.2% |
| 3M | +4.1% | +21.7% | -17.6% | +0.9% |
| 6M | +17.9% | +32.6% | -14.7% | +12.4% |
| YTD | +44.9% | +103.7% | -58.8% | +27.4% |
| 1Y | +51.1% | +101.8% | -50.7% | +33.0% |
| 3Y | +78.3% | +48.1% | +30.2% | +59.0% |
| All | +58.3% | +94.1% | -35.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling