+111.7%
CSX vs U
-43.4%
+155.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.3% |
| 7D | +0.1% | +7.5% | -7.4% | -0.3% |
| 30D | +9.7% | -7.0% | +16.8% | +10.1% |
| 3M | +2.3% | +20.6% | -18.3% | +0.8% |
| 6M | +17.1% | +53.2% | -36.1% | +13.2% |
| YTD | +44.9% | -3.9% | +48.8% | +43.2% |
| 1Y | +47.1% | +18.4% | +28.7% | +42.7% |
| 3Y | +78.6% | +53.6% | +24.9% | +64.5% |
| 5Y | +57.2% | -72.0% | +129.2% | +48.5% |
| All | +111.7% | -43.4% | +155.1% | +91.4% |
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