+67.8%
CSX vs UL
+23.5%
+44.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | -1.3% | -2.0% | -3.1% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +7.2% | +17.6% | -10.4% | +3.1% |
| 6M | +16.2% | -5.4% | +21.5% | +17.4% |
| YTD | +37.5% | +0.7% | +36.8% | +36.9% |
| 1Y | +53.2% | -9.3% | +62.5% | +56.1% |
| 3Y | +68.2% | +24.5% | +43.7% | +56.0% |
| All | +67.8% | +23.5% | +44.3% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling