+496.7%
CSX vs AGG
+14.8%
+481.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | +2.6% | -0.7% | +3.3% | +2.7% |
| 6M | +19.8% | -1.8% | +21.6% | +20.2% |
| YTD | +34.7% | -0.6% | +35.2% | +34.8% |
| 1Y | +52.1% | +0.4% | +51.8% | +52.2% |
| 3Y | +68.4% | +13.2% | +55.3% | +65.8% |
| 5Y | +65.1% | -2.0% | +67.1% | +55.7% |
| 10Y | +496.7% | +15.1% | +481.6% | +614.2% |
| All | +496.7% | +14.8% | +481.9% | +614.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling