+85.0%
UBER vs CSX
+65.9%
+19.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | -3.9% | -3.4% | -0.5% | -2.2% |
| 30D | +11.1% | -3.1% | +14.2% | +12.8% |
| 3M | +4.9% | +7.2% | -2.3% | +0.3% |
| 6M | -1.2% | +16.2% | -17.3% | -10.1% |
| YTD | -7.3% | +37.5% | -44.8% | -23.7% |
| 1Y | -17.6% | +53.2% | -70.9% | -36.7% |
| 3Y | +61.1% | +68.2% | -7.2% | +13.8% |
| All | +85.0% | +65.9% | +19.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling