+412.6%
CSX vs CAG
-38.3%
+450.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | -2.2% | +4.6% | -6.8% | -3.1% |
| 30D | +6.8% | +14.7% | -7.8% | +4.1% |
| 3M | +0.7% | +2.4% | -1.7% | 0.0% |
| 6M | +13.3% | +10.7% | +2.5% | +10.5% |
| YTD | +40.5% | -5.5% | +46.0% | +40.9% |
| 1Y | +44.7% | -4.6% | +49.3% | +44.7% |
| 3Y | +74.5% | -34.4% | +108.9% | +86.2% |
| 5Y | +52.0% | -39.2% | +91.2% | +64.2% |
| 10Y | +412.6% | -39.0% | +451.6% | +443.4% |
| All | +412.6% | -38.3% | +450.9% | +443.4% |
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