+51.4%
CSX vs AUR
-35.0%
+86.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.6% | +11.1% | -11.7% | -1.2% |
| 30D | -3.2% | -6.9% | +3.6% | -2.9% |
| 3M | +2.6% | +5.5% | -2.9% | +2.0% |
| 6M | +19.8% | +41.0% | -21.2% | +16.4% |
| YTD | +34.7% | +69.3% | -34.6% | +29.1% |
| 1Y | +52.1% | +14.0% | +38.1% | +49.0% |
| 3Y | +68.4% | +90.1% | -21.6% | +53.0% |
| 5Y | +65.1% | -34.4% | +99.5% | +43.8% |
| All | +51.4% | -35.0% | +86.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling