+48.2%
CSX vs AG
+12.9%
+35.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.5% |
| 7D | -5.5% | +6.3% | -11.8% | -5.9% |
| 30D | +4.9% | -8.9% | +13.9% | +5.4% |
| 3M | -2.9% | -12.2% | +9.3% | -2.4% |
| 6M | +8.3% | -28.3% | +36.6% | +9.7% |
| YTD | +36.7% | -8.8% | +45.6% | +35.7% |
| 1Y | +41.5% | +39.4% | +2.1% | +36.5% |
| 3Y | +68.6% | +229.4% | -160.8% | +48.2% |
| All | +48.2% | +12.9% | +35.2% | +45.3% |
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