+111.7%
CSX vs U
-29.6%
+141.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.0% |
| 7D | +6.0% | +2.6% | +3.4% | +5.8% |
| 30D | +7.8% | +27.6% | -19.8% | +6.0% |
| 3M | +4.1% | +15.3% | -11.2% | +2.9% |
| 6M | +17.9% | +96.4% | -78.5% | +12.2% |
| YTD | +44.9% | +19.6% | +25.3% | +41.1% |
| 1Y | +51.1% | +42.1% | +9.0% | +45.2% |
| 3Y | +78.3% | +87.5% | -9.3% | +62.1% |
| 5Y | +58.1% | -73.1% | +131.2% | +47.9% |
| All | +111.7% | -29.6% | +141.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling