+416.4%
CSX vs APD
+187.5%
+228.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.3% |
| 30D | +8.7% | +11.0% | -2.3% | +3.5% |
| 3M | +4.2% | +2.6% | +1.6% | +2.9% |
| 6M | +16.7% | +4.8% | +11.8% | +13.5% |
| YTD | +44.5% | +31.0% | +13.5% | +25.2% |
| 1Y | +50.3% | +23.4% | +26.9% | +33.5% |
| 3Y | +76.3% | +28.4% | +48.0% | +47.0% |
| 5Y | +58.1% | +15.2% | +42.9% | +36.3% |
| 10Y | +416.4% | +190.7% | +225.7% | +147.0% |
| All | +416.4% | +187.5% | +228.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling