-6.7%
UNH vs CSX
+47.4%
-54.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -3.2% | -5.5% | +2.4% | -2.0% |
| 30D | +4.8% | +4.9% | -0.1% | +3.8% |
| 3M | -1.8% | -2.9% | +1.0% | -1.3% |
| 6M | +8.6% | +8.3% | +0.2% | +6.4% |
| YTD | +21.8% | +36.7% | -15.0% | +13.0% |
| 1Y | +25.8% | +41.5% | -15.7% | +15.9% |
| 3Y | -21.3% | +68.6% | -89.9% | -31.2% |
| All | -6.7% | +47.4% | -54.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling