+53.0%
CSX vs EFA
+20.5%
+32.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | -2.3% | -0.7% | -1.5% | -1.9% |
| 3M | +4.3% | +6.4% | -2.1% | +0.8% |
| 6M | +23.4% | +11.4% | +12.0% | +15.2% |
| YTD | +36.4% | +14.0% | +22.4% | +24.4% |
| 1Y | +53.0% | +20.2% | +32.8% | +33.6% |
| All | +53.0% | +20.5% | +32.5% | +33.6% |
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