+414.9%
CSX vs UMC
+1,272.7%
-857.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +6.0% | +11.2% | -5.2% | +4.3% |
| 30D | +7.8% | -28.0% | +35.8% | +12.6% |
| 3M | +4.1% | -20.5% | +24.6% | +6.5% |
| 6M | +17.9% | -1.6% | +19.5% | +14.1% |
| YTD | +44.9% | +99.4% | -54.5% | +21.8% |
| 1Y | +51.1% | +120.4% | -69.3% | +24.6% |
| 3Y | +78.3% | +134.2% | -56.0% | +42.4% |
| 5Y | +58.1% | +78.8% | -20.7% | +29.4% |
| All | +414.9% | +1,272.7% | -857.8% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling