+416.4%
CSX vs UL
+104.4%
+312.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -0.3% | -1.7% | +1.4% | +0.3% |
| 30D | +8.7% | +4.5% | +4.2% | +7.0% |
| 3M | +4.2% | +5.5% | -1.3% | +2.1% |
| 6M | +16.7% | +17.0% | -0.3% | +9.4% |
| YTD | +44.5% | +3.2% | +41.3% | +41.7% |
| 1Y | +50.3% | -1.9% | +52.2% | +50.0% |
| 3Y | +76.3% | +33.6% | +42.8% | +52.0% |
| 5Y | +58.1% | +31.5% | +26.6% | +34.7% |
| 10Y | +416.4% | +103.9% | +312.5% | +303.5% |
| All | +416.4% | +104.4% | +312.0% | +303.5% |
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