+62.4%
CSX vs AUR
-54.0%
+116.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -0.3% | +12.7% | -13.0% | -1.0% |
| 30D | +8.7% | -18.7% | +27.4% | +9.7% |
| 3M | +4.2% | -33.8% | +38.0% | +6.2% |
| 6M | +16.7% | -36.6% | +53.3% | +18.7% |
| YTD | +44.5% | +19.8% | +24.7% | +40.7% |
| 1Y | +50.3% | +8.0% | +42.3% | +47.2% |
| 3Y | +76.3% | +153.4% | -77.1% | +57.4% |
| 5Y | +58.1% | -54.0% | +112.1% | +39.7% |
| All | +62.4% | -54.0% | +116.4% | +44.0% |
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