+414.9%
CSX vs UAL
+80.6%
+334.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | +6.0% | -3.0% | +9.0% | +6.5% |
| 30D | +7.8% | +10.5% | -2.7% | +5.4% |
| 3M | +4.1% | -13.5% | +17.6% | +6.6% |
| 6M | +17.9% | +14.2% | +3.7% | +13.3% |
| YTD | +44.9% | -2.2% | +47.1% | +42.4% |
| 1Y | +51.1% | +12.5% | +38.7% | +44.1% |
| 3Y | +78.3% | +186.8% | -108.6% | +32.9% |
| 5Y | +58.1% | +119.4% | -61.3% | +20.1% |
| All | +414.9% | +80.6% | +334.4% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling