-26.5%
ACN vs CSX
+59.2%
-85.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.9% |
| 7D | -5.7% | +3.1% | -8.8% | -7.0% |
| 30D | +17.0% | +9.7% | +7.3% | +12.4% |
| 3M | +39.9% | +4.9% | +34.9% | +36.7% |
| 6M | +50.2% | +18.4% | +31.8% | +38.7% |
| YTD | -4.2% | +45.9% | -50.0% | -21.0% |
| 1Y | +4.3% | +50.0% | -45.7% | -15.3% |
| 3Y | -17.1% | +78.0% | -95.1% | -40.8% |
| 5Y | -26.5% | +59.2% | -85.7% | -46.1% |
| All | -26.5% | +59.2% | -85.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling