+3,728.5%
CSX vs AU
+793.6%
+2,934.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -3.4% | -3.6% | +0.3% | -3.1% |
| 30D | -3.1% | +23.9% | -27.0% | -4.9% |
| 3M | +7.2% | +19.1% | -11.9% | +5.2% |
| 6M | +16.2% | -0.2% | +16.3% | +15.3% |
| YTD | +37.5% | +32.5% | +5.1% | +32.9% |
| 1Y | +53.2% | +96.9% | -43.7% | +42.6% |
| 3Y | +68.2% | +614.7% | -546.5% | +36.8% |
| 5Y | +65.2% | +647.7% | -582.5% | +31.6% |
| 10Y | +504.1% | +679.2% | -175.1% | +351.9% |
| All | +3,728.5% | +793.6% | +2,934.9% | +2,566.5% |
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