+897.3%
CSX vs URA
-51.1%
+948.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +0.1% | -10.5% | +10.7% | +3.0% |
| 30D | +9.7% | -18.6% | +28.4% | +15.5% |
| 3M | +2.3% | -23.0% | +25.3% | +8.8% |
| 6M | +17.1% | -40.3% | +57.4% | +31.9% |
| YTD | +44.9% | -23.5% | +68.4% | +49.8% |
| 1Y | +47.1% | -31.1% | +78.2% | +56.0% |
| 3Y | +78.6% | +38.3% | +40.2% | +44.7% |
| 5Y | +57.2% | +34.6% | +22.6% | +22.5% |
| 10Y | +479.2% | +285.4% | +193.8% | +172.8% |
| All | +897.3% | -51.1% | +948.4% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling