+92.0%
ACN vs CSX
+501.4%
-409.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | -1.5% | -3.4% | +1.9% | -0.1% |
| 30D | +9.4% | -3.1% | +12.4% | +10.8% |
| 3M | +5.6% | +7.2% | -1.5% | +2.2% |
| 6M | -9.3% | +16.2% | -25.4% | -16.1% |
| YTD | -29.0% | +37.5% | -66.5% | -39.3% |
| 1Y | -24.7% | +53.2% | -77.9% | -38.8% |
| 3Y | -39.8% | +68.2% | -108.1% | -54.1% |
| 5Y | -40.9% | +65.2% | -106.2% | -54.9% |
| All | +92.0% | +501.4% | -409.3% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling