+67.8%
CSX vs UNP
+51.0%
+16.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -3.4% | -5.3% | +2.0% | +0.6% |
| 30D | -3.1% | -1.5% | -1.5% | -2.0% |
| 3M | +7.2% | +10.3% | -3.1% | -0.2% |
| 6M | +16.2% | +9.7% | +6.5% | +8.5% |
| YTD | +37.5% | +27.1% | +10.4% | +15.2% |
| 1Y | +53.2% | +32.6% | +20.7% | +24.3% |
| 3Y | +68.2% | +40.0% | +28.2% | +30.4% |
| All | +67.8% | +51.0% | +16.8% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling