+72.2%
CSX vs AG
+260.2%
-188.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +0.9% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -3.1% | +19.2% | -22.3% | -3.8% |
| 3M | +7.2% | +6.2% | +1.0% | +6.7% |
| 6M | +16.2% | -26.7% | +42.9% | +17.0% |
| YTD | +37.5% | +26.1% | +11.4% | +35.6% |
| 1Y | +53.2% | +131.7% | -78.4% | +47.5% |
| All | +72.2% | +260.2% | -188.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling