+3,267.0%
CSX vs IAU
+801.0%
+2,466.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +7.0% | -1.7% | +8.8% | +7.1% |
| 3M | -0.3% | -3.6% | +3.3% | 0.0% |
| 6M | +13.5% | -10.1% | +23.7% | +14.5% |
| YTD | +41.5% | -5.1% | +46.6% | +41.8% |
| 1Y | +45.8% | +2.6% | +43.2% | +45.1% |
| 3Y | +74.4% | +104.1% | -29.7% | +61.7% |
| 5Y | +53.6% | +122.8% | -69.2% | +40.9% |
| 10Y | +465.6% | +206.5% | +259.1% | +402.3% |
| All | +3,267.0% | +801.0% | +2,466.0% | +2,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling