+9,772.3%
CSX vs UL
+2,661.1%
+7,111.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | -1.3% | -2.0% | -2.9% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +7.2% | +17.6% | -10.4% | +0.3% |
| 6M | +16.2% | -5.4% | +21.5% | +17.7% |
| YTD | +37.5% | +0.7% | +36.8% | +36.0% |
| 1Y | +53.2% | -9.3% | +62.5% | +57.2% |
| 3Y | +68.2% | +24.5% | +43.7% | +50.8% |
| 5Y | +65.2% | +23.2% | +42.0% | +46.2% |
| 10Y | +504.1% | +64.5% | +439.7% | +369.9% |
| All | +9,772.3% | +2,661.1% | +7,111.2% | +2,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling