+48.2%
CSX vs AGI
+310.5%
-262.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.5% |
| 7D | -5.5% | +16.0% | -21.5% | -6.3% |
| 30D | +4.9% | +1.0% | +4.0% | +4.7% |
| 3M | -2.9% | +2.5% | -5.3% | -3.2% |
| 6M | +8.3% | -24.0% | +32.4% | +9.7% |
| YTD | +36.7% | -17.2% | +54.0% | +37.4% |
| 1Y | +41.5% | +4.9% | +36.6% | +40.2% |
| 3Y | +68.6% | +142.6% | -74.0% | +50.9% |
| All | +48.2% | +310.5% | -262.3% | +22.1% |
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