+412.6%
CSX vs UPS
+47.4%
+365.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.6% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | +6.8% | +17.3% | -10.5% | -0.7% |
| 3M | +0.7% | +7.9% | -7.2% | -2.9% |
| 6M | +13.3% | +13.7% | -0.5% | +5.9% |
| YTD | +40.5% | +17.2% | +23.3% | +28.7% |
| 1Y | +44.7% | +23.2% | +21.4% | +29.2% |
| 3Y | +74.5% | -5.9% | +80.4% | +70.3% |
| 5Y | +52.0% | -33.1% | +85.0% | +73.5% |
| 10Y | +412.6% | +44.3% | +368.3% | +240.5% |
| All | +412.6% | +47.4% | +365.2% | +240.5% |
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