+2,309.0%
CSX vs UAL
+242.1%
+2,066.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +7.2% | +6.1% | +1.0% | +5.6% |
| 6M | +16.2% | +10.8% | +5.3% | +13.0% |
| YTD | +37.5% | -0.4% | +37.9% | +35.7% |
| 1Y | +53.2% | +5.0% | +48.2% | +49.3% |
| 3Y | +68.2% | +124.0% | -55.8% | +38.5% |
| 5Y | +65.2% | +141.0% | -75.7% | +30.1% |
| 10Y | +504.1% | +118.0% | +386.1% | +343.0% |
| All | +2,309.0% | +242.1% | +2,066.9% | +1,142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling