+787.6%
CSX vs APTV
+142.3%
+645.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.3% |
| 7D | -5.5% | -10.2% | +4.7% | -2.4% |
| 30D | +4.9% | -10.8% | +15.7% | +8.6% |
| 3M | -2.9% | -14.8% | +12.0% | +1.6% |
| 6M | +8.3% | -30.6% | +38.9% | +18.5% |
| YTD | +36.7% | -48.2% | +84.9% | +62.8% |
| 1Y | +41.5% | -52.0% | +93.5% | +72.5% |
| 3Y | +68.6% | -47.0% | +115.6% | +90.2% |
| 5Y | +48.4% | -77.5% | +125.9% | +117.7% |
| 10Y | +446.6% | -27.0% | +473.6% | +355.5% |
| All | +787.6% | +142.3% | +645.3% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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