+445.7%
CSX vs URI
+1,357.5%
-911.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | +0.2% |
| 7D | -2.7% | -12.9% | +10.2% | +2.1% |
| 30D | +7.0% | -3.4% | +10.4% | +8.1% |
| 3M | -0.3% | -10.0% | +9.7% | +3.0% |
| 6M | +13.5% | +12.2% | +1.4% | +7.9% |
| YTD | +41.5% | +29.8% | +11.7% | +25.1% |
| 1Y | +45.8% | +24.6% | +21.2% | +30.7% |
| 3Y | +74.4% | +137.6% | -63.2% | +17.6% |
| 5Y | +53.6% | +176.6% | -123.0% | -6.6% |
| All | +445.7% | +1,357.5% | -911.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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