+10,056.0%
CSX vs UNP
+9,971.6%
+84.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | +0.3% |
| 7D | -2.7% | -1.3% | -1.4% | -1.7% |
| 30D | +7.0% | +7.7% | -0.7% | +1.0% |
| 3M | -0.3% | +1.3% | -1.6% | -1.2% |
| 6M | +13.5% | +14.0% | -0.4% | +2.4% |
| YTD | +41.5% | +30.8% | +10.7% | +14.3% |
| 1Y | +45.8% | +40.0% | +5.8% | +11.6% |
| 3Y | +74.4% | +50.1% | +24.3% | +25.2% |
| 5Y | +53.6% | +39.6% | +14.0% | +14.7% |
| 10Y | +465.6% | +318.1% | +147.5% | +76.8% |
| All | +10,056.0% | +9,971.6% | +84.4% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling