+17.1%
CSX vs APD
+6.9%
+10.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | +0.1% | +3.8% | -3.7% | -0.5% |
| 30D | +9.7% | +14.1% | -4.4% | +7.8% |
| 3M | +2.3% | +8.2% | -5.9% | +0.8% |
| 6M | +17.1% | +7.5% | +9.5% | +16.2% |
| All | +17.1% | +6.9% | +10.1% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling