-13.0%
UNH vs CSX
+73.8%
-86.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.1% | -3.4% | +4.4% | +1.5% |
| 30D | -3.8% | -3.1% | -0.7% | -3.4% |
| 3M | +0.7% | +7.2% | -6.4% | -0.5% |
| 6M | +37.9% | +16.2% | +21.7% | +34.1% |
| YTD | +21.9% | +37.5% | -15.6% | +15.3% |
| 1Y | +31.4% | +53.2% | -21.9% | +22.1% |
| All | -13.0% | +73.8% | -86.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling