+416.4%
CSX vs UNP
+287.8%
+128.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -0.3% | -2.1% | +1.8% | +1.4% |
| 30D | +8.7% | +7.3% | +1.4% | +2.8% |
| 3M | +4.2% | +3.6% | +0.6% | +1.3% |
| 6M | +16.7% | +15.8% | +0.8% | +3.6% |
| YTD | +44.5% | +32.6% | +11.9% | +14.8% |
| 1Y | +50.3% | +37.2% | +13.1% | +16.1% |
| 3Y | +76.3% | +52.6% | +23.7% | +23.5% |
| 5Y | +58.1% | +40.6% | +17.6% | +16.5% |
| 10Y | +416.4% | +288.4% | +128.0% | +51.1% |
| All | +416.4% | +287.8% | +128.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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