+1,687.2%
CSX vs AG
+445.6%
+1,241.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | -3.1% | +19.2% | -22.3% | -4.9% |
| 3M | +7.2% | +6.2% | +1.0% | +5.9% |
| 6M | +16.2% | -26.7% | +42.9% | +18.4% |
| YTD | +37.5% | +26.1% | +11.4% | +31.7% |
| 1Y | +53.2% | +131.7% | -78.4% | +36.8% |
| 3Y | +68.2% | +255.3% | -187.1% | +38.2% |
| 5Y | +65.2% | +61.9% | +3.3% | +43.2% |
| 10Y | +504.1% | +72.0% | +432.1% | +369.0% |
| All | +1,687.2% | +445.6% | +1,241.6% | +690.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling