+216.1%
UNH vs CSX
+415.8%
-199.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +3.4% | +6.0% | -2.6% | +1.2% |
| 30D | +3.0% | +7.8% | -4.8% | +0.1% |
| 3M | +2.7% | +4.1% | -1.4% | +1.0% |
| 6M | +2.8% | +17.9% | -15.1% | -3.9% |
| YTD | +25.9% | +44.9% | -19.0% | +8.3% |
| 1Y | +25.8% | +51.1% | -25.3% | +6.6% |
| 3Y | -20.0% | +78.3% | -98.3% | -37.9% |
| 5Y | -2.8% | +58.1% | -60.9% | -22.4% |
| All | +216.1% | +415.8% | -199.7% | +75.8% |
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