+99.8%
CSX vs U
-31.3%
+131.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.7% |
| 7D | -5.5% | +36.6% | -42.1% | -7.4% |
| 30D | +4.9% | +13.3% | -8.4% | +3.9% |
| 3M | -2.9% | +26.2% | -29.0% | -4.5% |
| 6M | +8.3% | +88.7% | -80.4% | +3.3% |
| YTD | +36.7% | +16.6% | +20.2% | +33.4% |
| 1Y | +41.5% | +29.0% | +12.5% | +36.8% |
| 3Y | +68.6% | +99.5% | -30.9% | +52.6% |
| 5Y | +48.4% | -66.1% | +114.6% | +38.5% |
| All | +99.8% | -31.3% | +131.1% | +78.3% |
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