+4,480.3%
CSX vs AGG
+97.1%
+4,383.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.4% |
| 30D | +8.7% | +1.6% | +7.1% | +9.1% |
| 3M | +4.2% | -0.5% | +4.7% | +4.0% |
| 6M | +16.7% | -1.1% | +17.8% | +16.3% |
| YTD | +44.5% | -0.7% | +45.2% | +44.1% |
| 1Y | +50.3% | -0.7% | +50.9% | +49.9% |
| 3Y | +76.3% | +14.5% | +61.8% | +84.1% |
| 5Y | +58.1% | -0.9% | +59.1% | +52.3% |
| 10Y | +416.4% | +17.1% | +399.3% | +460.4% |
| All | +4,480.3% | +97.1% | +4,383.2% | +6,012.0% |
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