+3,706.1%
CSX vs AU
+661.9%
+3,044.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.8% |
| 7D | -5.5% | +16.5% | -22.1% | -6.8% |
| 30D | +4.9% | +3.3% | +1.7% | +4.5% |
| 3M | -2.9% | +6.8% | -9.7% | -3.7% |
| 6M | +8.3% | -3.9% | +12.3% | +7.9% |
| YTD | +36.7% | +12.9% | +23.8% | +33.6% |
| 1Y | +41.5% | +43.5% | -2.0% | +35.3% |
| 3Y | +68.6% | +445.5% | -376.9% | +40.3% |
| 5Y | +48.4% | +469.0% | -420.5% | +20.9% |
| 10Y | +446.6% | +698.3% | -251.7% | +306.2% |
| All | +3,706.1% | +661.9% | +3,044.2% | +2,581.0% |
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 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