+653.5%
APP vs CSX
+68.2%
+585.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.0% |
| 7D | +0.9% | -3.4% | +4.3% | +1.8% |
| 30D | -23.3% | -3.1% | -20.2% | -22.6% |
| 3M | -42.6% | +7.2% | -49.8% | -44.0% |
| 6M | -33.6% | +16.2% | -49.8% | -37.2% |
| YTD | -52.4% | +37.5% | -90.0% | -57.4% |
| 1Y | -35.9% | +53.2% | -89.1% | -44.9% |
| All | +653.5% | +68.2% | +585.3% | +438.4% |
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