+47.3%
CSX vs AUR
+0.7%
+46.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.2% |
| 7D | +0.7% | +6.6% | -5.8% | +0.8% |
| 30D | +8.1% | -22.0% | +30.0% | +8.3% |
| 3M | +2.2% | -34.8% | +37.0% | +2.4% |
| 6M | +14.6% | -35.7% | +50.3% | +14.8% |
| YTD | +42.2% | +18.5% | +23.7% | +34.2% |
| 1Y | +47.3% | +4.4% | +43.0% | +41.5% |
| All | +47.3% | +0.7% | +46.7% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling