+45.8%
CSX vs UAL
+19.7%
+26.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -1.7% |
| 7D | -2.7% | +5.0% | -7.7% | -3.3% |
| 30D | +7.0% | -1.2% | +8.2% | +7.0% |
| 3M | -0.3% | -16.8% | +16.5% | +1.9% |
| 6M | +13.5% | +18.0% | -4.4% | +9.2% |
| YTD | +41.5% | -1.2% | +42.7% | +38.2% |
| 1Y | +45.8% | +14.3% | +31.4% | +35.6% |
| All | +45.8% | +19.7% | +26.0% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling