+3,497.8%
CSX vs ACGL
+4,429.2%
-931.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -3.4% | -0.7% | -2.6% | -3.2% |
| 30D | -3.1% | -1.0% | -2.1% | -2.8% |
| 3M | +7.2% | +11.0% | -3.9% | +3.8% |
| 6M | +16.2% | -0.3% | +16.5% | +15.9% |
| YTD | +37.5% | +2.3% | +35.3% | +36.1% |
| 1Y | +53.2% | +6.4% | +46.9% | +49.6% |
| 3Y | +68.2% | +34.0% | +34.3% | +51.7% |
| 5Y | +65.2% | +161.6% | -96.4% | +21.2% |
| 10Y | +504.1% | +278.6% | +225.5% | +297.9% |
| All | +3,497.8% | +4,429.2% | -931.4% | +1,695.6% |
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