+231.0%
UNH vs CSX
+436.1%
-205.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.1% |
| 7D | -0.7% | -2.2% | +1.5% | +0.1% |
| 30D | +4.8% | +6.8% | -2.0% | +2.2% |
| 3M | -1.7% | +0.7% | -2.4% | -2.2% |
| 6M | +5.9% | +13.3% | -7.4% | +0.5% |
| YTD | +22.8% | +40.5% | -17.7% | +6.9% |
| 1Y | +25.9% | +44.7% | -18.8% | +8.4% |
| 3Y | -21.4% | +74.5% | -95.9% | -38.6% |
| 5Y | -6.3% | +52.0% | -58.3% | -24.0% |
| 10Y | +231.0% | +412.6% | -181.7% | +81.8% |
| All | +231.0% | +436.1% | -205.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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