+504.6%
CSX vs APD
+164.4%
+340.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | -2.2% | -1.2% | -2.4% |
| 30D | -3.1% | +2.1% | -5.2% | -4.1% |
| 3M | +7.2% | +7.2% | 0.0% | +3.1% |
| 6M | +16.2% | +11.2% | +4.9% | +9.4% |
| YTD | +37.5% | +24.4% | +13.2% | +22.1% |
| 1Y | +53.2% | +6.7% | +46.6% | +45.7% |
| 3Y | +68.2% | +9.2% | +59.0% | +52.0% |
| 5Y | +65.2% | +27.4% | +37.9% | +32.0% |
| All | +504.6% | +164.4% | +340.2% | +203.4% |
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