+149.5%
CSX vs ACI
+31.1%
+118.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.7% |
| 7D | -2.2% | -5.9% | +3.7% | -1.8% |
| 30D | +6.8% | +7.2% | -0.4% | +6.4% |
| 3M | +0.7% | +8.8% | -8.1% | +0.2% |
| 6M | +13.3% | -17.2% | +30.4% | +14.3% |
| YTD | +40.5% | -21.3% | +61.8% | +42.1% |
| 1Y | +44.7% | -23.7% | +68.4% | +46.7% |
| 3Y | +74.5% | -32.8% | +107.3% | +78.0% |
| 5Y | +52.0% | -41.4% | +93.4% | +55.0% |
| All | +149.5% | +31.1% | +118.4% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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