+412.6%
CSX vs AG
+77.4%
+335.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.5% |
| 7D | -2.2% | +10.8% | -13.0% | -2.8% |
| 30D | +6.8% | -8.2% | +15.0% | +7.3% |
| 3M | +0.7% | -13.7% | +14.4% | +1.3% |
| 6M | +13.3% | -27.3% | +40.5% | +14.7% |
| YTD | +40.5% | -4.6% | +45.1% | +39.0% |
| 1Y | +44.7% | +39.4% | +5.3% | +39.4% |
| 3Y | +74.5% | +244.1% | -169.6% | +54.1% |
| 5Y | +52.0% | +16.8% | +35.2% | +41.7% |
| 10Y | +412.6% | +71.7% | +341.0% | +339.7% |
| All | +412.6% | +77.4% | +335.3% | +339.7% |
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