+427.3%
CSX vs UL
+96.4%
+330.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.4% |
| 7D | -5.5% | +1.1% | -6.7% | -5.9% |
| 30D | +4.9% | +8.2% | -3.3% | +2.0% |
| 3M | -2.9% | +4.5% | -7.4% | -4.5% |
| 6M | +8.3% | +12.6% | -4.2% | +3.2% |
| YTD | +36.7% | +3.5% | +33.2% | +34.0% |
| 1Y | +41.5% | -0.4% | +41.9% | +40.4% |
| 3Y | +68.6% | +36.0% | +32.6% | +44.5% |
| 5Y | +48.4% | +30.9% | +17.5% | +27.0% |
| All | +427.3% | +96.4% | +330.9% | +323.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling