+64.0%
CSX vs USAR
-19.0%
+83.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +2.7% |
| 7D | +0.1% | -21.8% | +21.9% | +0.4% |
| 30D | +9.7% | -39.9% | +49.7% | +10.3% |
| 3M | +2.3% | -52.5% | +54.8% | +3.1% |
| 6M | +17.1% | -67.9% | +85.0% | +18.5% |
| YTD | +44.9% | -31.1% | +76.0% | +44.5% |
| 1Y | +47.1% | -49.8% | +96.9% | +47.1% |
| 3Y | +78.6% | -19.9% | +98.5% | +86.5% |
| All | +64.0% | -19.0% | +83.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling