+9,714.3%
CSX vs CAG
+602.0%
+9,112.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.9% |
| 7D | -5.5% | +5.8% | -11.3% | -7.1% |
| 30D | +4.9% | +16.4% | -11.4% | +0.4% |
| 3M | -2.9% | +3.8% | -6.7% | -4.2% |
| 6M | +8.3% | +10.8% | -2.5% | +4.2% |
| YTD | +36.7% | -5.8% | +42.6% | +37.2% |
| 1Y | +41.5% | -2.4% | +43.9% | +40.4% |
| 3Y | +68.6% | -33.4% | +102.1% | +84.2% |
| 5Y | +48.4% | -39.4% | +87.9% | +65.3% |
| 10Y | +446.6% | -37.5% | +484.1% | +468.0% |
| All | +9,714.3% | +602.0% | +9,112.3% | +4,251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling