+54.1%
CSX vs IAU
+114.3%
-60.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +8.1% | -4.0% | +12.1% | +8.5% |
| 3M | +2.2% | -8.2% | +10.4% | +3.0% |
| 6M | +14.6% | -14.8% | +29.4% | +16.5% |
| YTD | +42.2% | -6.7% | +48.9% | +43.1% |
| 1Y | +47.3% | -2.2% | +49.5% | +47.5% |
| 3Y | +73.5% | +106.7% | -33.2% | +49.7% |
| 5Y | +54.1% | +114.8% | -60.7% | +25.7% |
| All | +54.1% | +114.3% | -60.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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