+152.3%
ACN vs CSX
+415.8%
-263.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.8% | +6.0% | -9.8% | -6.3% |
| 30D | +16.5% | +7.8% | +8.7% | +12.7% |
| 3M | +41.5% | +4.1% | +37.4% | +38.7% |
| 6M | +60.1% | +17.9% | +42.2% | +48.0% |
| YTD | -3.9% | +44.9% | -48.8% | -20.0% |
| 1Y | +4.1% | +51.1% | -47.1% | -15.0% |
| 3Y | -15.9% | +78.3% | -94.1% | -37.6% |
| 5Y | -26.3% | +58.1% | -84.4% | -42.8% |
| All | +152.3% | +415.8% | -263.5% | +45.2% |
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