-39.5%
ACN vs CSX
+68.2%
-107.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | +9.4% | -3.1% | +12.4% | +10.2% |
| 3M | +5.6% | +7.2% | -1.5% | +3.4% |
| 6M | -9.3% | +16.2% | -25.4% | -13.7% |
| YTD | -29.0% | +37.5% | -66.5% | -36.7% |
| 1Y | -24.7% | +53.2% | -77.9% | -35.6% |
| All | -39.5% | +68.2% | -107.8% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling