+412.6%
CSX vs EFA
+146.9%
+265.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | 0.0% |
| 7D | -2.2% | +1.2% | -3.4% | -3.3% |
| 30D | +6.8% | +1.5% | +5.3% | +5.3% |
| 3M | +0.7% | -3.3% | +4.0% | +3.7% |
| 6M | +13.3% | +2.6% | +10.7% | +9.9% |
| YTD | +40.5% | +11.0% | +29.5% | +25.9% |
| 1Y | +44.7% | +15.1% | +29.6% | +25.2% |
| 3Y | +74.5% | +67.6% | +6.9% | +2.2% |
| 5Y | +52.0% | +50.5% | +1.5% | -0.9% |
| 10Y | +412.6% | +144.8% | +267.8% | +112.7% |
| All | +412.6% | +146.9% | +265.7% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling