+49.5%
UBER vs CSX
+47.4%
+2.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.5% |
| 7D | +5.1% | -5.5% | +10.6% | +8.2% |
| 30D | +0.2% | +4.9% | -4.7% | -2.4% |
| 3M | -2.7% | -2.9% | +0.2% | -1.4% |
| 6M | -13.4% | +8.3% | -21.7% | -18.0% |
| YTD | -16.1% | +36.7% | -52.8% | -31.0% |
| 1Y | -25.5% | +41.5% | -67.0% | -40.1% |
| 3Y | +42.5% | +68.6% | -26.1% | -0.4% |
| All | +49.5% | +47.4% | +2.1% | +3.8% |
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 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