-25.5%
APP vs CSX
+13.7%
-39.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +30.4% |
| 7D | +39.7% | -2.7% | +42.4% | +38.6% |
| 30D | +27.7% | +7.0% | +20.7% | +28.0% |
| 3M | -14.8% | -0.3% | -14.5% | -14.5% |
| 6M | -25.5% | +13.5% | -39.1% | -26.3% |
| All | -25.5% | +13.7% | -39.3% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling