+68.6%
CSX vs APD
+11.7%
+57.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -5.5% | -3.7% | -1.9% | -4.8% |
| 30D | +4.9% | +9.6% | -4.7% | +3.3% |
| 3M | -2.9% | +1.6% | -4.5% | -3.2% |
| 6M | +8.3% | +2.2% | +6.2% | +7.8% |
| YTD | +36.7% | +25.9% | +10.9% | +30.7% |
| 1Y | +41.5% | +20.1% | +21.4% | +36.3% |
| 3Y | +68.6% | +12.4% | +56.2% | +64.8% |
| All | +68.6% | +11.7% | +57.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling