+53.2%
CSX vs UL
-8.6%
+61.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | -1.3% | -2.0% | -3.2% |
| 30D | -3.1% | +0.5% | -3.6% | -3.1% |
| 3M | +7.2% | +17.6% | -10.4% | +3.5% |
| 6M | +16.2% | -5.4% | +21.5% | +18.5% |
| YTD | +37.5% | +0.7% | +36.8% | +38.3% |
| 1Y | +53.2% | -9.3% | +62.5% | +69.2% |
| All | +53.2% | -8.6% | +61.9% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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