+72.2%
CSX vs U
+13.4%
+58.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -3.4% | -3.8% | +0.4% | -3.2% |
| 30D | -3.1% | +17.5% | -20.5% | -4.0% |
| 3M | +7.2% | +38.7% | -31.6% | +4.9% |
| 6M | +16.2% | +104.4% | -88.2% | +10.6% |
| YTD | +37.5% | -5.7% | +43.2% | +36.9% |
| 1Y | +53.2% | +3.7% | +49.5% | +50.5% |
| All | +72.2% | +13.4% | +58.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3y: compounded portfolio wealth divided by compounded U 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…
3y analysis · Full analysis span regression · 6 months rolling