+58.3%
CSX vs ACM
+1.1%
+57.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +6.0% | +5.6% | +0.3% | +4.0% |
| 30D | +7.8% | +20.8% | -13.0% | +1.1% |
| 3M | +4.1% | +11.4% | -7.3% | 0.0% |
| 6M | +17.9% | +0.9% | +17.0% | +16.2% |
| YTD | +44.9% | -24.8% | +69.7% | +58.0% |
| 1Y | +51.1% | -46.4% | +97.6% | +90.8% |
| 3Y | +78.3% | -9.2% | +87.5% | +70.8% |
| All | +58.3% | +1.1% | +57.2% | +41.0% |
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