+2,835.1%
CSX vs URI
+7,950.8%
-5,115.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.8% |
| 7D | +0.1% | -4.3% | +4.5% | +1.3% |
| 30D | +9.7% | +4.6% | +5.1% | +8.3% |
| 3M | +2.3% | -2.1% | +4.4% | +2.6% |
| 6M | +17.1% | +21.9% | -4.9% | +10.3% |
| YTD | +44.9% | +39.7% | +5.2% | +30.1% |
| 1Y | +47.1% | +32.9% | +14.2% | +33.7% |
| 3Y | +78.6% | +155.8% | -77.2% | +32.8% |
| 5Y | +57.2% | +202.4% | -145.2% | +9.0% |
| 10Y | +479.2% | +1,517.7% | -1,038.5% | +145.0% |
| All | +2,835.1% | +7,950.8% | -5,115.7% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling