+48.2%
CSX vs UAL
+109.3%
-61.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.7% |
| 7D | -5.5% | +8.2% | -13.7% | -6.8% |
| 30D | +4.9% | +2.3% | +2.6% | +4.4% |
| 3M | -2.9% | -12.7% | +9.8% | -0.9% |
| 6M | +8.3% | +12.7% | -4.3% | +5.0% |
| YTD | +36.7% | +0.8% | +35.9% | +34.1% |
| 1Y | +41.5% | +17.8% | +23.7% | +34.8% |
| 3Y | +68.6% | +206.7% | -138.1% | +29.8% |
| All | +48.2% | +109.3% | -61.1% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling