+78.3%
CSX vs UPS
-4.2%
+82.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +6.0% | +3.8% | +2.2% | +4.7% |
| 30D | +7.8% | +17.4% | -9.5% | +2.3% |
| 3M | +4.1% | +8.2% | -4.1% | +1.3% |
| 6M | +17.9% | +17.9% | 0.0% | +11.2% |
| YTD | +44.9% | +18.7% | +26.2% | +35.9% |
| 1Y | +51.1% | +24.8% | +26.3% | +39.4% |
| 3Y | +78.3% | -4.5% | +82.8% | +65.3% |
| All | +78.3% | -4.2% | +82.5% | +65.3% |
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