+53.6%
CSX vs ACI
-41.7%
+95.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.0% |
| 7D | -2.7% | +3.5% | -6.2% | -3.0% |
| 30D | +7.0% | +16.8% | -9.8% | +5.5% |
| 3M | -0.3% | +13.1% | -13.4% | -1.5% |
| 6M | +13.5% | -15.6% | +29.2% | +15.2% |
| YTD | +41.5% | -19.2% | +60.7% | +43.9% |
| 1Y | +45.8% | -20.7% | +66.4% | +48.6% |
| 3Y | +74.4% | -33.4% | +107.7% | +81.3% |
| 5Y | +53.6% | -41.7% | +95.3% | +59.9% |
| All | +53.6% | -41.7% | +95.3% | +59.9% |
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