+67.8%
CSX vs ACI
-42.9%
+110.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | -3.1% | +5.9% | -9.0% | -3.6% |
| 3M | +7.2% | -19.8% | +26.9% | +9.1% |
| 6M | +16.2% | -24.7% | +40.9% | +19.0% |
| YTD | +37.5% | -24.4% | +61.9% | +40.6% |
| 1Y | +53.2% | -31.5% | +84.7% | +58.6% |
| 3Y | +68.2% | -38.7% | +106.9% | +75.9% |
| All | +67.8% | -42.9% | +110.7% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling