+47.1%
CSX vs EFA
+16.9%
+30.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +1.5% |
| 7D | +0.1% | +2.0% | -1.8% | -0.7% |
| 30D | +9.7% | +1.6% | +8.1% | +8.9% |
| 3M | +2.3% | -1.5% | +3.8% | +2.9% |
| 6M | +17.1% | +6.6% | +10.4% | +12.5% |
| YTD | +44.9% | +11.8% | +33.1% | +33.0% |
| 1Y | +47.1% | +16.9% | +30.2% | +29.7% |
| All | +47.1% | +16.9% | +30.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling