+427.3%
CSX vs CAG
-38.1%
+465.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -3.0% |
| 7D | -5.5% | +5.8% | -11.3% | -6.5% |
| 30D | +4.9% | +16.4% | -11.4% | +2.0% |
| 3M | -2.9% | +3.8% | -6.7% | -3.7% |
| 6M | +8.3% | +10.8% | -2.5% | +5.6% |
| YTD | +36.7% | -5.8% | +42.6% | +37.2% |
| 1Y | +41.5% | -2.4% | +43.9% | +40.9% |
| 3Y | +68.6% | -33.4% | +102.1% | +79.3% |
| 5Y | +48.4% | -39.4% | +87.9% | +60.4% |
| All | +427.3% | -38.1% | +465.4% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling