+409.0%
CSX vs URA
+289.1%
+119.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +8.1% | -14.8% | +22.9% | +11.7% |
| 3M | +2.2% | -25.3% | +27.5% | +8.4% |
| 6M | +14.6% | -39.9% | +54.5% | +26.8% |
| YTD | +42.2% | -22.4% | +64.6% | +45.7% |
| 1Y | +47.3% | -29.0% | +76.3% | +53.8% |
| 3Y | +73.5% | +41.0% | +32.5% | +42.5% |
| 5Y | +54.1% | +38.3% | +15.8% | +22.1% |
| 10Y | +409.0% | +276.1% | +132.9% | +138.7% |
| All | +409.0% | +289.1% | +119.9% | +138.7% |
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