+64.0%
CSX vs USAR
-19.4%
+83.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +6.0% | -0.8% | +6.8% | +6.0% |
| 30D | +7.8% | -20.9% | +28.7% | +8.0% |
| 3M | +4.1% | -56.2% | +60.2% | +5.0% |
| 6M | +17.9% | -67.9% | +85.8% | +19.3% |
| YTD | +44.9% | -31.4% | +76.3% | +44.5% |
| 1Y | +51.1% | -45.1% | +96.2% | +51.0% |
| 3Y | +78.3% | -20.3% | +98.6% | +86.1% |
| All | +64.0% | -19.4% | +83.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling