+70.0%
UBER vs CSX
+120.8%
-50.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.1% |
| 7D | +1.2% | -0.3% | +1.4% | +1.3% |
| 30D | -1.1% | +8.7% | -9.8% | -6.6% |
| 3M | -10.0% | +4.2% | -14.2% | -12.7% |
| 6M | -7.2% | +16.7% | -23.9% | -17.3% |
| YTD | -13.5% | +44.5% | -58.0% | -34.1% |
| 1Y | -24.5% | +50.3% | -74.8% | -44.1% |
| 3Y | +37.0% | +76.3% | -39.3% | -12.1% |
| 5Y | +63.3% | +58.1% | +5.2% | +10.9% |
| All | +70.0% | +120.8% | -50.8% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling