+3,479.3%
CSX vs UPS
+243.4%
+3,235.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.6% |
| 7D | -3.4% | -2.9% | -0.5% | -1.6% |
| 30D | -3.1% | -3.5% | +0.4% | -1.1% |
| 3M | +7.2% | -5.7% | +12.9% | +10.3% |
| 6M | +16.2% | -4.4% | +20.5% | +17.5% |
| YTD | +37.5% | +8.0% | +29.5% | +28.6% |
| 1Y | +53.2% | +29.0% | +24.2% | +27.2% |
| 3Y | +68.2% | -27.7% | +95.9% | +91.0% |
| 5Y | +65.2% | -34.3% | +99.6% | +93.2% |
| 10Y | +504.1% | +37.8% | +466.3% | +285.1% |
| All | +3,479.3% | +243.4% | +3,235.9% | +1,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling