+3,601.2%
CSX vs ACGL
+5,005.0%
-1,403.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.7% | +6.4% | -9.1% | -4.4% |
| 30D | +7.0% | +16.6% | -9.6% | +2.4% |
| 3M | -0.3% | +11.6% | -11.9% | -3.5% |
| 6M | +13.5% | +17.5% | -3.9% | +8.1% |
| YTD | +41.5% | +15.3% | +26.2% | +35.2% |
| 1Y | +45.8% | +26.3% | +19.5% | +35.7% |
| 3Y | +74.4% | +35.9% | +38.5% | +56.9% |
| 5Y | +53.6% | +168.2% | -114.6% | +11.9% |
| 10Y | +465.6% | +352.0% | +113.6% | +255.5% |
| All | +3,601.2% | +5,005.0% | -1,403.8% | +1,684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling