+54.6%
CSX vs AUR
-36.6%
+91.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.4% | +8.7% | -12.1% | -3.9% |
| 30D | -3.1% | -5.2% | +2.2% | -2.9% |
| 3M | +7.2% | -7.3% | +14.5% | +7.3% |
| 6M | +16.2% | +41.2% | -25.0% | +12.8% |
| YTD | +37.5% | +65.1% | -27.6% | +32.0% |
| 1Y | +53.2% | +13.4% | +39.8% | +50.1% |
| 3Y | +68.2% | +98.1% | -29.9% | +52.3% |
| 5Y | +65.2% | -36.0% | +101.3% | +44.1% |
| All | +54.6% | -36.6% | +91.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling