+4,260.6%
CSX vs AGG
+98.1%
+4,162.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +7.2% | -0.7% | +7.8% | +7.0% |
| 6M | +16.2% | -1.5% | +17.7% | +15.6% |
| YTD | +37.5% | -0.3% | +37.8% | +37.4% |
| 1Y | +53.2% | +1.3% | +51.9% | +53.8% |
| 3Y | +68.2% | +13.2% | +55.0% | +74.9% |
| 5Y | +65.2% | -1.4% | +66.7% | +58.5% |
| 10Y | +504.1% | +14.9% | +489.3% | +546.2% |
| All | +4,260.6% | +98.1% | +4,162.5% | +5,727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling