+427.3%
CSX vs ACM
+155.0%
+272.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +5.4% | -10.9% | -7.6% |
| 30D | +4.9% | +15.1% | -10.2% | -1.2% |
| 3M | -2.9% | -10.5% | +7.6% | +0.9% |
| 6M | +8.3% | -19.7% | +28.0% | +17.0% |
| YTD | +36.7% | -28.8% | +65.6% | +54.2% |
| 1Y | +41.5% | -47.9% | +89.4% | +83.4% |
| 3Y | +68.6% | -12.4% | +81.0% | +67.5% |
| 5Y | +48.4% | +0.6% | +47.9% | +35.8% |
| All | +427.3% | +155.0% | +272.3% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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