+101.0%
CSX vs U
-44.5%
+145.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -3.4% | -3.8% | +0.4% | -3.1% |
| 30D | -3.1% | +17.5% | -20.5% | -4.2% |
| 3M | +7.2% | +38.7% | -31.6% | +4.6% |
| 6M | +16.2% | +104.4% | -88.2% | +10.1% |
| YTD | +37.5% | -5.7% | +43.2% | +36.3% |
| 1Y | +53.2% | +3.7% | +49.5% | +50.0% |
| 3Y | +68.2% | +12.3% | +55.9% | +58.4% |
| 5Y | +65.2% | -68.8% | +134.0% | +56.2% |
| All | +101.0% | -44.5% | +145.4% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling