+48.2%
CSX vs AU
+465.1%
-416.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.6% |
| 7D | -5.5% | +16.5% | -22.1% | -6.4% |
| 30D | +4.9% | +3.3% | +1.7% | +4.6% |
| 3M | -2.9% | +6.8% | -9.7% | -3.5% |
| 6M | +8.3% | -3.9% | +12.3% | +8.1% |
| YTD | +36.7% | +12.9% | +23.8% | +34.7% |
| 1Y | +41.5% | +43.5% | -2.0% | +37.4% |
| 3Y | +68.6% | +445.5% | -376.9% | +43.7% |
| All | +48.2% | +465.1% | -416.9% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling