+245.3%
UNH vs CSX
+481.1%
-235.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -3.8% | -3.2% | -0.6% | -2.8% |
| 3M | -4.3% | +2.6% | -6.9% | -5.5% |
| 6M | +38.6% | +19.8% | +18.8% | +28.7% |
| YTD | +20.7% | +34.7% | -14.0% | +6.9% |
| 1Y | +16.0% | +52.1% | -36.1% | -2.0% |
| 3Y | -13.5% | +68.4% | -81.9% | -31.3% |
| 5Y | +3.5% | +65.1% | -61.6% | -19.2% |
| 10Y | +245.3% | +496.7% | -251.4% | +85.9% |
| All | +245.3% | +481.1% | -235.8% | +85.9% |
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