+47.3%
CSX vs UNP
+38.9%
+8.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.2% |
| 7D | +0.7% | -0.9% | +1.6% | +1.5% |
| 30D | +8.1% | +8.0% | +0.1% | +1.9% |
| 3M | +2.2% | +3.3% | -1.2% | -0.4% |
| 6M | +14.6% | +14.7% | -0.1% | +3.5% |
| YTD | +42.2% | +31.9% | +10.3% | +17.8% |
| 1Y | +47.3% | +37.1% | +10.2% | +17.9% |
| All | +47.3% | +38.9% | +8.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling