+67.8%
CSX vs UAL
+142.0%
-74.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | -16.1% | +13.0% | -0.3% |
| 3M | +7.2% | +6.1% | +1.0% | +5.5% |
| 6M | +16.2% | +10.8% | +5.3% | +12.9% |
| YTD | +37.5% | -0.4% | +37.9% | +35.6% |
| 1Y | +53.2% | +5.0% | +48.2% | +49.1% |
| 3Y | +68.2% | +124.0% | -55.8% | +38.2% |
| All | +67.8% | +142.0% | -74.2% | +32.2% |
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