+4,187.1%
CSX vs AGI
+4,416.0%
-228.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.7% | -7.6% | +16.3% | +9.1% |
| 3M | +4.2% | -10.2% | +14.4% | +4.6% |
| 6M | +16.7% | -31.5% | +48.2% | +18.7% |
| YTD | +44.5% | -22.0% | +66.5% | +45.4% |
| 1Y | +50.3% | -7.9% | +58.2% | +49.7% |
| 3Y | +76.3% | +137.6% | -61.3% | +64.4% |
| 5Y | +58.1% | +256.7% | -198.6% | +42.8% |
| 10Y | +416.4% | +405.2% | +11.2% | +340.0% |
| All | +4,187.1% | +4,416.0% | -228.9% | +3,314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling