+74.7%
CSX vs AU
+630.2%
-555.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | -3.4% | -3.6% | +0.3% | -3.3% |
| 30D | -3.1% | +23.9% | -27.0% | -3.8% |
| 3M | +7.2% | +19.1% | -11.9% | +6.5% |
| 6M | +16.2% | -0.2% | +16.3% | +15.6% |
| YTD | +37.5% | +32.5% | +5.1% | +36.3% |
| 1Y | +53.2% | +96.9% | -43.7% | +51.3% |
| All | +74.7% | +630.2% | -555.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling