+261.6%
APP vs CSX
+52.1%
+209.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +32.2% |
| 7D | +39.7% | -2.7% | +42.4% | +41.2% |
| 30D | +27.7% | +7.0% | +20.7% | +22.7% |
| 3M | -14.8% | -0.3% | -14.5% | -15.1% |
| 6M | -25.5% | +13.5% | -39.1% | -31.5% |
| YTD | -47.2% | +41.5% | -88.7% | -57.7% |
| 1Y | -42.3% | +45.8% | -88.1% | -54.6% |
| 3Y | +806.8% | +74.4% | +732.4% | +483.9% |
| 5Y | +261.6% | +53.6% | +208.0% | +149.4% |
| All | +261.6% | +52.1% | +209.5% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling