+490.1%
CSX vs UPS
+38.1%
+452.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | -3.4% | -2.9% | -0.5% | -2.1% |
| 30D | -3.1% | -3.5% | +0.4% | -1.6% |
| 3M | +7.2% | -5.7% | +12.9% | +9.6% |
| 6M | +16.2% | -4.4% | +20.5% | +17.3% |
| YTD | +37.5% | +8.0% | +29.5% | +30.9% |
| 1Y | +53.2% | +29.0% | +24.2% | +33.3% |
| 3Y | +68.2% | -27.7% | +95.9% | +87.3% |
| 5Y | +65.2% | -34.3% | +99.6% | +89.1% |
| All | +490.1% | +38.1% | +452.0% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling