+3,921.5%
CSX vs AU
+653.8%
+3,267.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -0.3% | +4.7% | -4.9% | -0.7% |
| 30D | +8.7% | -1.5% | +10.2% | +8.7% |
| 3M | +4.2% | -5.0% | +9.2% | +4.3% |
| 6M | +16.7% | -13.5% | +30.2% | +17.2% |
| YTD | +44.5% | +11.7% | +32.8% | +41.3% |
| 1Y | +50.3% | +21.3% | +29.0% | +45.8% |
| 3Y | +76.3% | +545.0% | -468.6% | +44.5% |
| 5Y | +58.1% | +412.0% | -353.8% | +29.9% |
| 10Y | +416.4% | +899.1% | -482.7% | +275.1% |
| All | +3,921.5% | +653.8% | +3,267.7% | +2,734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling