+446.2%
APP vs CSX
+66.2%
+379.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +32.1% |
| 7D | +39.7% | -2.7% | +42.4% | +41.1% |
| 30D | +27.7% | +7.0% | +20.7% | +23.1% |
| 3M | -14.8% | -0.3% | -14.5% | -15.1% |
| 6M | -25.5% | +13.5% | -39.1% | -31.0% |
| YTD | -47.2% | +41.5% | -88.7% | -56.8% |
| 1Y | -42.3% | +45.8% | -88.1% | -53.7% |
| 3Y | +806.8% | +74.4% | +732.4% | +513.4% |
| 5Y | +261.6% | +53.6% | +208.0% | +155.3% |
| All | +446.2% | +66.2% | +379.9% | +281.0% |
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