+52.3%
CSX vs AUR
-53.7%
+106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.7% | +2.5% |
| 7D | -2.2% | +9.9% | -12.1% | -2.7% |
| 30D | +6.8% | -20.2% | +27.1% | +7.9% |
| 3M | +0.7% | -34.1% | +34.8% | +2.7% |
| 6M | +13.3% | -34.3% | +47.6% | +15.0% |
| YTD | +40.5% | +21.1% | +19.4% | +36.8% |
| 1Y | +44.7% | +7.6% | +37.0% | +41.7% |
| 3Y | +74.5% | +159.8% | -85.3% | +55.6% |
| All | +52.3% | -53.7% | +106.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling