+74.5%
CSX vs UNP
+49.1%
+25.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.0% |
| 7D | -2.2% | -3.3% | +1.0% | +0.3% |
| 30D | +6.8% | +6.7% | +0.1% | +1.8% |
| 3M | +0.7% | +1.8% | -1.1% | -0.6% |
| 6M | +13.3% | +13.3% | -0.1% | +3.1% |
| YTD | +40.5% | +30.3% | +10.2% | +15.3% |
| 1Y | +44.7% | +36.9% | +7.7% | +14.3% |
| 3Y | +74.5% | +50.9% | +23.6% | +23.1% |
| All | +74.5% | +49.1% | +25.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling