+10,056.0%
CSX vs APA
+835.7%
+9,220.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.9% |
| 7D | -2.7% | -15.6% | +12.9% | +0.6% |
| 30D | +7.0% | -0.9% | +7.9% | +6.9% |
| 3M | -0.3% | +26.1% | -26.4% | -5.7% |
| 6M | +13.5% | +6.1% | +7.4% | +10.6% |
| YTD | +41.5% | +82.8% | -41.3% | +21.5% |
| 1Y | +45.8% | +106.5% | -60.7% | +21.6% |
| 3Y | +74.4% | +21.9% | +52.5% | +56.7% |
| 5Y | +53.6% | +69.7% | -16.0% | +22.0% |
| 10Y | +465.6% | 0.0% | +465.6% | +298.9% |
| All | +10,056.0% | +835.7% | +9,220.3% | +5,355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling