?It keeps failing? is less than helpful as a problem description. However, if you require the logs to be saved in a specific folder it would help to include that folder in the path you're writing to:
Export-Csv ('C:logssecurity-log-{0}.csv' -f ([DateTime]::Now).ToString("MM-dd-yyyy"))
Then you can also simplify a bit:
Export-Csv ('security-log-{0:MM-dd-yyyy}.csv' -f Get-Date)
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