+316.8%
APP vs CSX
+70.2%
+246.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.5% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -3.6% | +9.7% | -13.4% | -7.9% |
| 3M | -35.3% | +2.3% | -37.5% | -36.0% |
| 6M | -42.8% | +17.1% | -59.9% | -47.6% |
| YTD | -59.7% | +44.9% | -104.6% | -67.3% |
| 1Y | -55.4% | +47.1% | -102.4% | -64.2% |
| 3Y | +592.0% | +78.6% | +513.4% | +364.4% |
| 5Y | +175.7% | +57.2% | +118.5% | +93.2% |
| All | +316.8% | +70.2% | +246.6% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling