+3,690.0%
CSX vs ACGL
+5,010.0%
-1,320.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.9% |
| 7D | +0.1% | +8.0% | -7.8% | -2.1% |
| 30D | +9.7% | +17.3% | -7.6% | +4.8% |
| 3M | +2.3% | +11.2% | -8.9% | -0.9% |
| 6M | +17.1% | +18.2% | -1.1% | +11.3% |
| YTD | +44.9% | +15.4% | +29.5% | +38.4% |
| 1Y | +47.1% | +26.5% | +20.6% | +36.8% |
| 3Y | +78.6% | +36.1% | +42.5% | +60.6% |
| 5Y | +57.2% | +175.9% | -118.7% | +13.6% |
| 10Y | +479.2% | +352.4% | +126.8% | +263.9% |
| All | +3,690.0% | +5,010.0% | -1,320.0% | +1,726.7% |
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