+490.1%
CSX vs EWJ
+137.0%
+353.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -3.4% | +2.5% | -5.9% | -5.1% |
| 30D | -3.1% | +3.3% | -6.4% | -5.5% |
| 3M | +7.2% | +5.0% | +2.2% | +2.5% |
| 6M | +16.2% | +11.5% | +4.6% | +5.6% |
| YTD | +37.5% | +22.4% | +15.2% | +15.7% |
| 1Y | +53.2% | +30.2% | +23.0% | +22.4% |
| 3Y | +68.2% | +72.8% | -4.6% | +1.7% |
| 5Y | +65.2% | +54.1% | +11.1% | +11.0% |
| All | +490.1% | +137.0% | +353.1% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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