+53.3%
CSX vs CAG
-38.4%
+91.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.9% |
| 7D | -2.7% | +11.4% | -14.1% | -4.9% |
| 30D | +7.0% | +16.7% | -9.6% | +3.6% |
| 3M | -0.3% | +4.5% | -4.8% | -1.6% |
| 6M | +13.5% | +13.3% | +0.2% | +9.7% |
| YTD | +41.5% | -4.2% | +45.7% | +41.6% |
| 1Y | +45.8% | -2.9% | +48.7% | +45.4% |
| 3Y | +74.4% | -33.2% | +107.6% | +87.8% |
| All | +53.3% | -38.4% | +91.7% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling