+58.1%
CSX vs URI
+213.9%
-155.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | +8.7% | +8.9% | -0.2% | +5.7% |
| 3M | +4.2% | +0.8% | +3.4% | +3.5% |
| 6M | +16.7% | +23.1% | -6.5% | +8.6% |
| YTD | +44.5% | +43.1% | +1.4% | +26.5% |
| 1Y | +50.3% | +35.7% | +14.6% | +33.7% |
| 3Y | +76.3% | +158.2% | -81.9% | +23.4% |
| 5Y | +58.1% | +212.6% | -154.4% | +1.0% |
| All | +58.1% | +213.9% | -155.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling