+892.4%
APP vs CSX
+68.4%
+824.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.4% | +13.2% | +10.5% |
| 7D | +71.2% | -5.5% | +76.7% | +72.7% |
| 30D | +39.1% | +4.9% | +34.1% | +36.6% |
| 3M | +16.5% | -2.9% | +19.4% | +16.8% |
| 6M | -16.6% | +8.3% | -24.9% | -19.3% |
| YTD | -41.9% | +36.7% | -78.7% | -48.2% |
| 1Y | -37.0% | +41.5% | -78.5% | -44.6% |
| 3Y | +892.4% | +68.6% | +823.8% | +572.3% |
| All | +892.4% | +68.4% | +824.0% | +572.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling