+528.8%
APP vs CSX
+65.1%
+463.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.6% |
| 7D | +79.2% | -2.2% | +81.4% | +80.2% |
| 30D | +48.0% | +6.8% | +41.2% | +42.5% |
| 3M | +18.2% | +0.7% | +17.5% | +17.0% |
| 6M | -12.5% | +13.3% | -25.8% | -18.9% |
| YTD | -39.2% | +40.5% | -79.7% | -50.2% |
| 1Y | -33.9% | +44.7% | -78.5% | -46.8% |
| 3Y | +933.3% | +74.5% | +858.8% | +596.4% |
| 5Y | +295.9% | +52.0% | +243.9% | +180.0% |
| All | +528.8% | +65.1% | +463.7% | +339.3% |
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