+52.1%
CSX vs AU
+80.8%
-28.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | -3.2% | +12.3% | -15.5% | -4.0% |
| 3M | +2.6% | +29.4% | -26.8% | +0.8% |
| 6M | +19.8% | +3.2% | +16.6% | +18.7% |
| YTD | +34.7% | +31.8% | +2.8% | +32.5% |
| 1Y | +52.1% | +83.4% | -31.3% | +51.0% |
| All | +52.1% | +80.8% | -28.7% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling