+412.6%
CSX vs EWJ
+126.6%
+286.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +0.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.3% |
| 30D | +6.8% | -6.5% | +13.3% | +11.9% |
| 3M | +0.7% | -5.6% | +6.3% | +4.5% |
| 6M | +13.3% | -0.3% | +13.5% | +11.8% |
| YTD | +40.5% | +13.9% | +26.6% | +23.9% |
| 1Y | +44.7% | +14.6% | +30.1% | +26.9% |
| 3Y | +74.5% | +66.6% | +7.9% | +7.0% |
| 5Y | +52.0% | +47.7% | +4.3% | +4.0% |
| 10Y | +412.6% | +126.0% | +286.6% | +131.4% |
| All | +412.6% | +126.6% | +286.0% | +131.4% |
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