+50.0%
CSX vs AU
+14.0%
+36.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.3% |
| 7D | +3.1% | -1.1% | +4.2% | +3.1% |
| 30D | +9.7% | -4.4% | +14.1% | +9.8% |
| 3M | +4.9% | -10.0% | +14.9% | +5.4% |
| 6M | +18.4% | -14.5% | +32.8% | +19.5% |
| YTD | +45.9% | +6.4% | +39.5% | +44.1% |
| 1Y | +50.0% | +7.7% | +42.3% | +47.3% |
| All | +50.0% | +14.0% | +36.0% | +47.3% |
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