+873.9%
CSX vs URA
-53.7%
+927.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +2.9% | -1.0% |
| 7D | -2.7% | -13.3% | +10.6% | +0.9% |
| 30D | +7.0% | -25.9% | +32.9% | +15.4% |
| 3M | -0.3% | -27.8% | +27.5% | +7.8% |
| 6M | +13.5% | -42.8% | +56.4% | +29.4% |
| YTD | +41.5% | -27.5% | +69.0% | +48.4% |
| 1Y | +45.8% | -35.1% | +80.9% | +57.1% |
| 3Y | +74.4% | +31.1% | +43.3% | +43.3% |
| 5Y | +53.6% | +29.8% | +23.8% | +20.6% |
| 10Y | +465.6% | +265.1% | +200.5% | +170.2% |
| All | +873.9% | -53.7% | +927.6% | +724.1% |
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