+78.3%
CSX vs AGI
+127.5%
-49.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +6.0% | -10.1% | +16.1% | +6.1% |
| 30D | +7.8% | -6.5% | +14.3% | +7.8% |
| 3M | +4.1% | -12.8% | +16.9% | +4.2% |
| 6M | +17.9% | -34.3% | +52.2% | +18.5% |
| YTD | +44.9% | -25.6% | +70.5% | +46.2% |
| 1Y | +51.1% | -14.2% | +65.4% | +53.0% |
| 3Y | +78.3% | +127.3% | -49.0% | +70.3% |
| All | +78.3% | +127.5% | -49.2% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling