+427.3%
CSX vs ACGL
+337.7%
+89.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.1% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | +4.9% | +13.7% | -8.8% | -0.8% |
| 3M | -2.9% | +8.0% | -10.9% | -6.2% |
| 6M | +8.3% | +13.3% | -4.9% | +2.0% |
| YTD | +36.7% | +11.8% | +24.9% | +29.0% |
| 1Y | +41.5% | +22.2% | +19.3% | +28.2% |
| 3Y | +68.6% | +32.5% | +36.1% | +43.2% |
| 5Y | +48.4% | +160.2% | -111.8% | -14.3% |
| All | +427.3% | +337.7% | +89.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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