+59.2%
CSX vs AG
+3.1%
+56.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.2% | +1.3% |
| 7D | +3.1% | -6.0% | +9.1% | +3.4% |
| 30D | +9.7% | -14.3% | +24.0% | +10.5% |
| 3M | +4.9% | -26.9% | +31.8% | +6.5% |
| 6M | +18.4% | -42.1% | +60.5% | +21.4% |
| YTD | +45.9% | -15.9% | +61.7% | +45.4% |
| 1Y | +50.0% | +11.5% | +38.5% | +46.6% |
| 3Y | +78.0% | +208.0% | -130.0% | +57.0% |
| 5Y | +59.2% | +2.4% | +56.7% | +57.4% |
| All | +59.2% | +3.1% | +56.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling