+59.0%
CSX vs USAR
-13.4%
+72.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.7% | +2.7% |
| 7D | -2.2% | -1.1% | -1.1% | -2.2% |
| 30D | +6.8% | -30.3% | +37.1% | +7.2% |
| 3M | +0.7% | -54.7% | +55.4% | +1.5% |
| 6M | +13.3% | -67.5% | +80.8% | +14.6% |
| YTD | +40.5% | -26.4% | +66.9% | +40.1% |
| 1Y | +44.7% | -49.5% | +94.2% | +44.7% |
| 3Y | +74.5% | -14.5% | +89.0% | +82.1% |
| All | +59.0% | -13.4% | +72.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling