+45.6%
CSX vs AG
+32.5%
+13.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.5% |
| 7D | -2.2% | +10.8% | -13.0% | -2.7% |
| 30D | +6.8% | -8.2% | +15.0% | +7.1% |
| 3M | +0.7% | -13.7% | +14.4% | +1.1% |
| 6M | +13.3% | -27.3% | +40.5% | +14.4% |
| YTD | +40.5% | -4.6% | +45.1% | +40.5% |
| All | +45.6% | +32.5% | +13.1% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling