+41.5%
CSX vs CAG
-4.1%
+45.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -3.1% |
| 7D | -5.5% | +5.8% | -11.3% | -6.4% |
| 30D | +4.9% | +16.4% | -11.4% | +2.8% |
| 3M | -2.9% | +3.8% | -6.7% | -3.9% |
| 6M | +8.3% | +10.8% | -2.5% | +6.1% |
| YTD | +36.7% | -5.8% | +42.6% | +36.7% |
| 1Y | +41.5% | -2.4% | +43.9% | +39.7% |
| All | +41.5% | -4.1% | +45.6% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling