+68.6%
CSX vs ACM
-12.3%
+80.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +5.4% | -10.9% | -6.7% |
| 30D | +4.9% | +15.1% | -10.2% | +1.3% |
| 3M | -2.9% | -10.5% | +7.6% | -0.4% |
| 6M | +8.3% | -19.7% | +28.0% | +14.3% |
| YTD | +36.7% | -28.8% | +65.6% | +48.6% |
| 1Y | +41.5% | -47.9% | +89.4% | +72.6% |
| 3Y | +68.6% | -12.4% | +81.0% | +64.4% |
| All | +68.6% | -12.3% | +80.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling