+427.3%
CSX vs UNP
+301.6%
+125.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -1.3% |
| 7D | -5.5% | -4.6% | -1.0% | -1.9% |
| 30D | +4.9% | +5.6% | -0.7% | +0.5% |
| 3M | -2.9% | -1.3% | -1.5% | -1.8% |
| 6M | +8.3% | +9.2% | -0.9% | +0.8% |
| YTD | +36.7% | +27.3% | +9.4% | +12.2% |
| 1Y | +41.5% | +35.9% | +5.6% | +10.1% |
| 3Y | +68.6% | +45.5% | +23.2% | +22.7% |
| 5Y | +48.4% | +36.0% | +12.5% | +12.2% |
| All | +427.3% | +301.6% | +125.7% | +49.9% |
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