+67.8%
CSX vs ACM
+5.0%
+62.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -3.7% | +0.4% | -2.1% |
| 30D | -3.1% | -11.1% | +8.0% | +0.4% |
| 3M | +7.2% | -8.0% | +15.2% | +9.3% |
| 6M | +16.2% | -29.7% | +45.8% | +30.6% |
| YTD | +37.5% | -29.4% | +66.9% | +53.1% |
| 1Y | +53.2% | -46.4% | +99.7% | +90.3% |
| 3Y | +68.2% | -22.3% | +90.6% | +73.2% |
| All | +67.8% | +5.0% | +62.8% | +51.0% |
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 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