-22.5%
ACN vs CSX
+47.4%
-69.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.3% |
| 7D | +0.9% | -5.5% | +6.4% | +3.4% |
| 30D | +33.5% | +4.9% | +28.6% | +30.9% |
| 3M | +53.5% | -2.9% | +56.3% | +55.1% |
| 6M | +52.2% | +8.3% | +43.9% | +46.1% |
| YTD | -0.1% | +36.7% | -36.9% | -15.3% |
| 1Y | +11.0% | +41.5% | -30.5% | -7.5% |
| 3Y | -11.8% | +68.6% | -80.4% | -35.6% |
| All | -22.5% | +47.4% | -69.8% | -41.4% |
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