+482.4%
CSX vs AU
+643.7%
-161.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -2.3% | +12.8% | -15.0% | -2.8% |
| 3M | +4.3% | +28.5% | -24.2% | +3.0% |
| 6M | +23.4% | +4.8% | +18.5% | +22.6% |
| YTD | +36.4% | +31.0% | +5.5% | +34.2% |
| 1Y | +53.0% | +81.4% | -28.4% | +48.4% |
| 3Y | +70.6% | +618.4% | -547.8% | +53.4% |
| 5Y | +65.5% | +686.3% | -620.8% | +47.1% |
| 10Y | +482.4% | +664.5% | -182.2% | +456.2% |
| All | +482.4% | +643.7% | -161.4% | +456.2% |
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