+53.2%
CSX vs UMC
+209.4%
-156.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.7% |
| 7D | -3.4% | +5.0% | -8.3% | -3.5% |
| 30D | -3.1% | +7.7% | -10.8% | -3.3% |
| 3M | +7.2% | +1.7% | +5.5% | +6.2% |
| 6M | +16.2% | +113.9% | -97.8% | +12.3% |
| YTD | +37.5% | +168.9% | -131.4% | +34.1% |
| 1Y | +53.2% | +207.2% | -154.0% | +46.6% |
| All | +53.2% | +209.4% | -156.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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