+51.1%
CSX vs UL
+0.7%
+50.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +6.0% | +1.1% | +4.8% | +5.7% |
| 30D | +7.8% | +4.5% | +3.3% | +7.1% |
| 3M | +4.1% | +6.5% | -2.4% | +3.1% |
| 6M | +17.9% | +18.2% | -0.3% | +14.2% |
| YTD | +44.9% | +4.7% | +40.2% | +45.1% |
| 1Y | +51.1% | +0.8% | +50.4% | +51.7% |
| All | +51.1% | +0.7% | +50.5% | +51.7% |
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