+41.7%
CSX vs AG
+26.6%
+15.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.5% |
| 7D | -5.5% | +6.3% | -11.8% | -5.8% |
| 30D | +4.9% | -8.9% | +13.9% | +5.3% |
| 3M | -2.9% | -12.2% | +9.3% | -2.5% |
| 6M | +8.3% | -28.3% | +36.6% | +9.4% |
| YTD | +36.7% | -8.8% | +45.6% | +37.1% |
| All | +41.7% | +26.6% | +15.1% | +38.1% |
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