+72.2%
CSX vs APD
+9.1%
+63.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -3.1% | +2.1% | -5.2% | -3.5% |
| 3M | +7.2% | +7.2% | 0.0% | +5.7% |
| 6M | +16.2% | +11.2% | +4.9% | +13.6% |
| YTD | +37.5% | +24.4% | +13.2% | +31.4% |
| 1Y | +53.2% | +6.7% | +46.6% | +51.0% |
| All | +72.2% | +9.1% | +63.1% | +68.4% |
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 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