+65.1%
CSX vs USAR
-20.3%
+85.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.0% |
| 7D | +3.1% | +8.8% | -5.7% | +3.0% |
| 30D | +9.7% | -28.5% | +38.2% | +10.1% |
| 3M | +4.9% | -56.2% | +61.1% | +5.8% |
| 6M | +18.4% | -68.4% | +86.8% | +19.8% |
| YTD | +45.9% | -32.2% | +78.1% | +45.5% |
| 1Y | +50.0% | -52.3% | +102.3% | +50.1% |
| 3Y | +78.0% | -21.2% | +99.2% | +85.9% |
| All | +65.1% | -20.3% | +85.4% | +79.1% |
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