+66.3%
UBER vs CSX
+122.9%
-56.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.8% |
| 7D | +0.5% | +3.1% | -2.6% | -1.6% |
| 30D | -3.1% | +9.7% | -12.8% | -9.0% |
| 3M | -8.3% | +4.9% | -13.2% | -11.4% |
| 6M | -9.5% | +18.4% | -27.8% | -20.1% |
| YTD | -15.4% | +45.9% | -61.3% | -36.0% |
| 1Y | -26.1% | +50.0% | -76.1% | -45.2% |
| 3Y | +34.0% | +78.0% | -44.0% | -14.6% |
| 5Y | +53.2% | +59.2% | -6.0% | +3.6% |
| All | +66.3% | +122.9% | -56.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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