+846.7%
CSX vs URA
-31.1%
+877.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -3.1% | +7.4% | -10.5% | -5.1% |
| 3M | +7.2% | -8.4% | +15.6% | +8.7% |
| 6M | +16.2% | -12.7% | +28.9% | +18.4% |
| YTD | +37.5% | +7.8% | +29.8% | +30.6% |
| 1Y | +53.2% | +19.5% | +33.8% | +39.1% |
| 3Y | +68.2% | +116.4% | -48.2% | +20.5% |
| 5Y | +65.2% | +134.3% | -69.1% | +7.4% |
| 10Y | +504.1% | +359.3% | +144.9% | +177.2% |
| All | +846.7% | -31.1% | +877.8% | +625.1% |
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