+70.6%
CSX vs AUR
+90.4%
-19.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +0.6% | +19.2% | -18.6% | -0.4% |
| 30D | -2.3% | -7.8% | +5.5% | -1.9% |
| 3M | +4.3% | +4.0% | +0.3% | +3.7% |
| 6M | +23.4% | +45.0% | -21.6% | +19.5% |
| YTD | +36.4% | +69.5% | -33.1% | +30.4% |
| 1Y | +53.0% | +13.0% | +40.0% | +49.8% |
| 3Y | +70.6% | +90.4% | -19.7% | +50.0% |
| All | +70.6% | +90.4% | -19.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling