+78.3%
CSX vs CAG
-36.3%
+114.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +6.0% | -3.3% | +9.3% | +6.5% |
| 30D | +7.8% | +7.7% | +0.1% | +6.5% |
| 3M | +4.1% | -3.2% | +7.3% | +4.2% |
| 6M | +17.9% | +7.0% | +10.9% | +16.0% |
| YTD | +44.9% | -9.0% | +53.9% | +46.1% |
| 1Y | +51.1% | -9.6% | +60.7% | +52.6% |
| 3Y | +78.3% | -36.0% | +114.3% | +84.1% |
| All | +78.3% | -36.3% | +114.6% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling