+70.6%
CSX vs CAG
-36.6%
+107.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.6% | -5.3% | +5.9% | +1.4% |
| 30D | -2.3% | +1.0% | -3.3% | -2.5% |
| 3M | +4.3% | +17.4% | -13.1% | +1.3% |
| 6M | +23.4% | -16.8% | +40.2% | +27.2% |
| YTD | +36.4% | -6.8% | +43.2% | +37.5% |
| 1Y | +53.0% | -15.4% | +68.4% | +56.9% |
| 3Y | +70.6% | -37.1% | +107.7% | +87.8% |
| All | +70.6% | -36.6% | +107.3% | +87.8% |
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