+503.8%
APP vs CSX
+71.4%
+432.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | +10.6% | +3.1% | +7.5% | +8.9% |
| 30D | +44.6% | +9.7% | +34.9% | +37.7% |
| 3M | +29.6% | +4.9% | +24.7% | +25.9% |
| 6M | -19.8% | +18.4% | -38.1% | -27.1% |
| YTD | -41.6% | +45.9% | -87.4% | -53.0% |
| 1Y | -32.7% | +50.0% | -82.7% | -46.7% |
| 3Y | +799.0% | +78.0% | +721.0% | +502.8% |
| 5Y | +250.4% | +59.2% | +191.2% | +143.8% |
| All | +503.8% | +71.4% | +432.4% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling