+48.2%
CSX vs APD
+11.0%
+37.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -5.5% | -3.7% | -1.9% | -4.4% |
| 30D | +4.9% | +9.6% | -4.7% | +2.1% |
| 3M | -2.9% | +1.6% | -4.5% | -3.4% |
| 6M | +8.3% | +2.2% | +6.2% | +7.3% |
| YTD | +36.7% | +25.9% | +10.9% | +26.3% |
| 1Y | +41.5% | +20.1% | +21.4% | +32.4% |
| 3Y | +68.6% | +12.4% | +56.2% | +58.8% |
| All | +48.2% | +11.0% | +37.2% | +40.3% |
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