+414.9%
CSX vs URA
+266.3%
+148.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +6.0% | -1.5% | +7.5% | +6.3% |
| 30D | +7.8% | -10.4% | +18.2% | +10.1% |
| 3M | +4.1% | -29.6% | +33.7% | +11.8% |
| 6M | +17.9% | -40.3% | +58.2% | +30.5% |
| YTD | +44.9% | -25.5% | +70.4% | +49.7% |
| 1Y | +51.1% | -26.4% | +77.6% | +56.1% |
| 3Y | +78.3% | +31.4% | +46.8% | +49.0% |
| 5Y | +58.1% | +28.6% | +29.5% | +27.7% |
| All | +414.9% | +266.3% | +148.6% | +140.7% |
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