-24.7%
ACN vs CSX
+55.3%
-79.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.4% |
| 30D | +9.4% | -3.1% | +12.4% | +9.4% |
| 3M | +5.6% | +7.2% | -1.5% | +5.1% |
| 6M | -9.3% | +16.2% | -25.4% | -9.8% |
| YTD | -29.0% | +37.5% | -66.5% | -33.7% |
| 1Y | -24.7% | +53.2% | -77.9% | -33.8% |
| All | -24.7% | +55.3% | -79.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling