+72.2%
CSX vs UPS
-27.5%
+99.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | -3.1% | -3.5% | +0.4% | -2.0% |
| 3M | +7.2% | -5.7% | +12.9% | +8.9% |
| 6M | +16.2% | -4.4% | +20.5% | +17.1% |
| YTD | +37.5% | +8.0% | +29.5% | +33.2% |
| 1Y | +53.2% | +29.0% | +24.2% | +39.5% |
| All | +72.2% | -27.5% | +99.7% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling