+68.6%
CSX vs USAR
-19.7%
+88.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.2% | -3.5% |
| 7D | -5.5% | -14.5% | +9.0% | -5.4% |
| 30D | +4.9% | -37.8% | +42.8% | +5.5% |
| 3M | -2.9% | -52.8% | +49.9% | -2.1% |
| 6M | +8.3% | -71.2% | +79.6% | +9.8% |
| YTD | +36.7% | -30.9% | +67.6% | +36.4% |
| 1Y | +41.5% | -48.0% | +89.5% | +41.5% |
| 3Y | +68.6% | -19.7% | +88.3% | +74.5% |
| All | +68.6% | -19.7% | +88.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling