+10,056.0%
CSX vs APD
+6,285.2%
+3,770.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | +7.0% | +10.1% | -3.1% | +2.0% |
| 3M | -0.3% | +4.9% | -5.2% | -2.8% |
| 6M | +13.5% | +2.5% | +11.1% | +11.3% |
| YTD | +41.5% | +27.8% | +13.7% | +23.3% |
| 1Y | +45.8% | +32.9% | +12.9% | +23.5% |
| 3Y | +74.4% | +13.4% | +61.0% | +53.4% |
| 5Y | +53.6% | +12.8% | +40.8% | +33.2% |
| 10Y | +465.6% | +194.6% | +271.1% | +191.8% |
| All | +10,056.0% | +6,285.2% | +3,770.8% | +1,183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling