+60.1%
CSX vs USAR
-26.7%
+86.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.5% | +7.2% | -2.2% |
| 7D | -2.7% | -29.5% | +26.8% | -2.3% |
| 30D | +7.0% | -46.0% | +53.0% | +7.7% |
| 3M | -0.3% | -56.8% | +56.5% | +0.6% |
| 6M | +13.5% | -72.9% | +86.5% | +15.1% |
| YTD | +41.5% | -37.6% | +79.1% | +41.3% |
| 1Y | +45.8% | -56.0% | +101.8% | +46.0% |
| 3Y | +74.4% | -27.5% | +101.9% | +82.3% |
| All | +60.1% | -26.7% | +86.8% | +73.9% |
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 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