+105.3%
CSX vs U
-31.4%
+136.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -2.2% | +32.3% | -34.5% | -4.0% |
| 30D | +6.8% | +9.7% | -2.9% | +6.0% |
| 3M | +0.7% | +19.6% | -18.9% | -0.7% |
| 6M | +13.3% | +82.6% | -69.4% | +8.3% |
| YTD | +40.5% | +16.4% | +24.1% | +37.1% |
| 1Y | +44.7% | +28.5% | +16.2% | +39.9% |
| 3Y | +74.5% | +103.8% | -29.3% | +57.7% |
| 5Y | +52.0% | -70.0% | +122.0% | +42.1% |
| All | +105.3% | -31.4% | +136.8% | +83.3% |
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