+45.6%
CSX vs UMC
+103.9%
-58.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.7% | +2.7% |
| 7D | -2.2% | -9.2% | +6.9% | -2.1% |
| 30D | +6.8% | -35.1% | +42.0% | +7.2% |
| 3M | +0.7% | -20.5% | +21.2% | +0.5% |
| 6M | +13.3% | -1.7% | +15.0% | +11.4% |
| YTD | +40.5% | +92.8% | -52.2% | +41.0% |
| All | +45.6% | +103.9% | -58.3% | +44.1% |
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