+67.8%
CSX vs UMC
+118.0%
-50.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.3% |
| 7D | -3.4% | +5.0% | -8.3% | -4.0% |
| 30D | -3.1% | +7.7% | -10.8% | -4.1% |
| 3M | +7.2% | +1.7% | +5.5% | +5.2% |
| 6M | +16.2% | +113.9% | -97.8% | 0.0% |
| YTD | +37.5% | +168.9% | -131.4% | +12.1% |
| 1Y | +53.2% | +207.2% | -154.0% | +21.2% |
| 3Y | +68.2% | +227.7% | -159.5% | +27.7% |
| All | +67.8% | +118.0% | -50.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling