+47.1%
CSX vs UPS
+29.9%
+17.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.0% |
| 7D | +0.1% | +8.2% | -8.1% | -2.5% |
| 30D | +9.7% | +22.7% | -13.0% | +2.6% |
| 3M | +2.3% | +6.4% | -4.2% | -0.1% |
| 6M | +17.1% | +22.6% | -5.5% | +8.9% |
| YTD | +44.9% | +20.7% | +24.2% | +34.7% |
| 1Y | +47.1% | +30.6% | +16.5% | +31.9% |
| All | +47.1% | +29.9% | +17.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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