+416.4%
CSX vs AG
+72.5%
+343.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -0.3% | -4.0% | +3.7% | -0.1% |
| 30D | +8.7% | -13.1% | +21.8% | +9.5% |
| 3M | +4.2% | -22.0% | +26.2% | +5.5% |
| 6M | +16.7% | -37.3% | +53.9% | +19.3% |
| YTD | +44.5% | -11.2% | +55.6% | +43.5% |
| 1Y | +50.3% | +23.9% | +26.3% | +45.8% |
| 3Y | +76.3% | +225.1% | -148.8% | +56.0% |
| 5Y | +58.1% | +7.7% | +50.4% | +48.1% |
| 10Y | +416.4% | +86.9% | +329.5% | +342.7% |
| All | +416.4% | +72.5% | +343.9% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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