+445.7%
CSX vs UAL
+90.6%
+355.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -1.4% |
| 7D | -2.7% | +5.0% | -7.7% | -3.7% |
| 30D | +7.0% | -1.2% | +8.2% | +7.1% |
| 3M | -0.3% | -16.8% | +16.5% | +3.0% |
| 6M | +13.5% | +18.0% | -4.4% | +8.4% |
| YTD | +41.5% | -1.2% | +42.7% | +38.9% |
| 1Y | +45.8% | +14.3% | +31.4% | +38.6% |
| 3Y | +74.4% | +194.6% | -120.2% | +29.4% |
| 5Y | +53.6% | +109.6% | -56.0% | +18.0% |
| All | +445.7% | +90.6% | +355.0% | +340.6% |
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