+74.5%
CSX vs U
+72.0%
+2.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.9% | -17.3% | -3.0% |
| 7D | -2.7% | +24.3% | -27.0% | -3.8% |
| 30D | +7.0% | +8.6% | -1.6% | +6.5% |
| 3M | -0.3% | +37.6% | -37.9% | -2.2% |
| 6M | +13.5% | +78.5% | -65.0% | +9.5% |
| YTD | +41.5% | +10.5% | +31.0% | +39.5% |
| 1Y | +45.8% | +15.2% | +30.6% | +43.0% |
| All | +74.5% | +72.0% | +2.5% | +54.3% |
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