+67.8%
CSX vs AGI
+385.7%
-317.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | -3.1% | +18.2% | -21.3% | -4.0% |
| 3M | +7.2% | -4.1% | +11.3% | +7.2% |
| 6M | +16.2% | -28.7% | +44.9% | +18.0% |
| YTD | +37.5% | -4.0% | +41.5% | +37.3% |
| 1Y | +53.2% | +17.4% | +35.8% | +51.0% |
| 3Y | +68.2% | +203.0% | -134.8% | +48.7% |
| All | +67.8% | +385.7% | -317.9% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling