+482.4%
CSX vs AGI
+373.6%
+108.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +0.6% | +4.4% | -3.8% | +0.4% |
| 30D | -2.3% | +10.0% | -12.2% | -2.7% |
| 3M | +4.3% | +1.7% | +2.6% | +4.1% |
| 6M | +23.4% | -26.8% | +50.2% | +24.7% |
| YTD | +36.4% | -5.3% | +41.7% | +36.2% |
| 1Y | +53.0% | +11.5% | +41.5% | +51.6% |
| 3Y | +70.6% | +212.9% | -142.3% | +59.3% |
| 5Y | +65.5% | +388.8% | -323.3% | +50.2% |
| 10Y | +482.4% | +383.6% | +98.8% | +430.0% |
| All | +482.4% | +373.6% | +108.8% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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