+67.8%
CSX vs CAG
-40.1%
+107.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.4% | -3.8% | +0.4% | -2.7% |
| 30D | -3.1% | +3.1% | -6.2% | -3.8% |
| 3M | +7.2% | +23.5% | -16.3% | +2.0% |
| 6M | +16.2% | -14.8% | +31.0% | +20.1% |
| YTD | +37.5% | -5.4% | +43.0% | +38.4% |
| 1Y | +53.2% | -11.8% | +65.0% | +56.5% |
| 3Y | +68.2% | -36.7% | +104.9% | +84.5% |
| All | +67.8% | -40.1% | +107.9% | +85.6% |
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