+157.3%
CSX vs ACI
+39.5%
+117.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.4% |
| 7D | +0.1% | +4.5% | -4.4% | -0.1% |
| 30D | +9.7% | +20.9% | -11.1% | +8.6% |
| 3M | +2.3% | +15.2% | -13.0% | +1.4% |
| 6M | +17.1% | -13.3% | +30.4% | +17.8% |
| YTD | +44.9% | -16.2% | +61.1% | +46.0% |
| 1Y | +47.1% | -16.9% | +64.0% | +48.3% |
| 3Y | +78.6% | -30.8% | +109.4% | +82.0% |
| 5Y | +57.2% | -39.4% | +96.6% | +59.6% |
| All | +157.3% | +39.5% | +117.8% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling