+67.8%
CSX vs APD
+27.6%
+40.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -3.4% | -2.2% | -1.2% | -2.7% |
| 30D | -3.1% | +2.1% | -5.2% | -3.8% |
| 3M | +7.2% | +7.2% | 0.0% | +4.6% |
| 6M | +16.2% | +11.2% | +4.9% | +11.8% |
| YTD | +37.5% | +24.4% | +13.2% | +27.3% |
| 1Y | +53.2% | +6.7% | +46.6% | +48.9% |
| 3Y | +68.2% | +9.2% | +59.0% | +60.0% |
| All | +67.8% | +27.6% | +40.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling