+409.0%
CSX vs AU
+750.1%
-341.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.7% | +1.4% |
| 7D | +0.7% | +15.3% | -14.6% | +0.1% |
| 30D | +8.1% | -0.3% | +8.4% | +8.0% |
| 3M | +2.2% | -2.9% | +5.1% | +2.2% |
| 6M | +14.6% | -10.7% | +25.3% | +14.8% |
| YTD | +42.2% | +14.0% | +28.2% | +40.7% |
| 1Y | +47.3% | +32.5% | +14.8% | +44.8% |
| 3Y | +73.5% | +557.9% | -484.4% | +57.2% |
| 5Y | +54.1% | +441.0% | -386.9% | +39.1% |
| 10Y | +409.0% | +816.9% | -407.9% | +366.9% |
| All | +409.0% | +750.1% | -341.1% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling