+427.3%
CSX vs URA
+278.3%
+149.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.3% |
| 7D | -5.5% | -4.1% | -1.4% | -4.7% |
| 30D | +4.9% | -19.0% | +23.9% | +9.6% |
| 3M | -2.9% | -25.1% | +22.3% | +2.9% |
| 6M | +8.3% | -44.5% | +52.8% | +22.1% |
| YTD | +36.7% | -24.3% | +61.1% | +40.8% |
| 1Y | +41.5% | -28.1% | +69.6% | +47.1% |
| 3Y | +68.6% | +40.7% | +28.0% | +38.3% |
| 5Y | +48.4% | +35.5% | +13.0% | +17.9% |
| All | +427.3% | +278.3% | +149.0% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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