+58.3%
CSX vs AGI
+243.7%
-185.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | -10.1% | +16.1% | +6.6% |
| 30D | +7.8% | -6.5% | +14.3% | +8.0% |
| 3M | +4.1% | -12.8% | +16.9% | +4.7% |
| 6M | +17.9% | -34.3% | +52.2% | +20.3% |
| YTD | +44.9% | -25.6% | +70.5% | +46.4% |
| 1Y | +51.1% | -14.2% | +65.4% | +51.4% |
| 3Y | +78.3% | +127.3% | -49.0% | +59.3% |
| All | +58.3% | +243.7% | -185.5% | +35.1% |
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