+3,458.2%
CSX vs UPS
+263.5%
+3,194.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -1.9% |
| 7D | -5.5% | 0.0% | -5.6% | -5.6% |
| 30D | +4.9% | +17.3% | -12.4% | -4.8% |
| 3M | -2.9% | +6.6% | -9.5% | -6.9% |
| 6M | +8.3% | +12.0% | -3.7% | -0.1% |
| YTD | +36.7% | +14.4% | +22.4% | +23.1% |
| 1Y | +41.5% | +23.3% | +18.2% | +21.3% |
| 3Y | +68.6% | -9.6% | +78.2% | +66.0% |
| 5Y | +48.4% | -34.1% | +82.6% | +74.2% |
| 10Y | +446.6% | +49.5% | +397.1% | +229.8% |
| All | +3,458.2% | +263.5% | +3,194.7% | +1,051.5% |
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 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