+504.6%
CSX vs URI
+1,179.9%
-675.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.3% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | -3.1% | -12.9% | +9.9% | +1.8% |
| 3M | +7.2% | -6.7% | +13.9% | +9.4% |
| 6M | +16.2% | +19.0% | -2.8% | +7.7% |
| YTD | +37.5% | +25.5% | +12.0% | +23.7% |
| 1Y | +53.2% | +5.5% | +47.7% | +46.3% |
| 3Y | +68.2% | +111.3% | -43.1% | +19.0% |
| 5Y | +65.2% | +198.6% | -133.3% | -2.3% |
| All | +504.6% | +1,179.9% | -675.3% | +88.4% |
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