+496.7%
CSX vs UMC
+1,867.9%
-1,371.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.9% |
| 7D | -0.6% | +13.6% | -14.2% | -2.6% |
| 30D | -3.2% | +20.8% | -24.0% | -6.1% |
| 3M | +2.6% | +16.1% | -13.6% | -1.5% |
| 6M | +19.8% | +137.3% | -117.5% | +0.9% |
| YTD | +34.7% | +193.8% | -159.1% | +8.0% |
| 1Y | +52.1% | +236.1% | -183.9% | +18.6% |
| 3Y | +68.4% | +267.1% | -198.7% | +26.7% |
| 5Y | +65.1% | +145.3% | -80.2% | +30.3% |
| 10Y | +496.7% | +1,857.3% | -1,360.6% | +196.7% |
| All | +496.7% | +1,867.9% | -1,371.2% | +196.7% |
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