+54.1%
CSX vs CAG
-39.8%
+93.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +0.7% | +6.6% | -5.9% | -0.7% |
| 30D | +8.1% | +13.9% | -5.8% | +5.1% |
| 3M | +2.2% | +4.0% | -1.8% | +1.0% |
| 6M | +14.6% | +10.0% | +4.6% | +11.5% |
| YTD | +42.2% | -6.1% | +48.3% | +42.9% |
| 1Y | +47.3% | -4.3% | +51.6% | +47.4% |
| 3Y | +73.5% | -34.6% | +108.1% | +87.7% |
| 5Y | +54.1% | -39.4% | +93.5% | +71.4% |
| All | +54.1% | -39.8% | +93.9% | +71.4% |
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