+5.3%
UNH vs CSX
+66.7%
-61.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -1.5% | -2.3% | +0.7% | -1.1% |
| 3M | -0.8% | +4.3% | -5.1% | -2.0% |
| 6M | +41.8% | +23.4% | +18.4% | +34.6% |
| YTD | +23.1% | +36.4% | -13.3% | +13.9% |
| 1Y | +28.5% | +53.0% | -24.5% | +15.8% |
| 3Y | -11.8% | +70.6% | -82.4% | -23.6% |
| 5Y | +5.3% | +65.5% | -60.1% | -10.9% |
| All | +5.3% | +66.7% | -61.4% | -10.9% |
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 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