+13.5%
CSX vs AG
-24.2%
+37.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.3% |
| 7D | -2.7% | -2.9% | +0.2% | -2.8% |
| 30D | +7.0% | -15.1% | +22.1% | +6.9% |
| 3M | -0.3% | -15.4% | +15.1% | -0.2% |
| 6M | +13.5% | -21.9% | +35.4% | +12.9% |
| All | +13.5% | -24.2% | +37.7% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling