+53.6%
CSX vs ACM
+1.8%
+51.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.6% |
| 7D | -2.7% | +5.1% | -7.8% | -4.3% |
| 30D | +7.0% | +11.5% | -4.5% | +3.1% |
| 3M | -0.3% | -10.5% | +10.2% | +3.0% |
| 6M | +13.5% | -20.4% | +33.9% | +21.8% |
| YTD | +41.5% | -28.9% | +70.4% | +57.2% |
| 1Y | +45.8% | -48.7% | +94.5% | +86.3% |
| 3Y | +74.4% | -12.5% | +86.9% | +68.8% |
| 5Y | +53.6% | +0.5% | +53.1% | +36.8% |
| All | +53.6% | +1.8% | +51.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling