+416.4%
CSX vs EWJ
+127.4%
+289.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.9% |
| 30D | +8.7% | -5.3% | +14.0% | +12.8% |
| 3M | +4.2% | -4.3% | +8.5% | +7.1% |
| 6M | +16.7% | +0.4% | +16.3% | +14.6% |
| YTD | +44.5% | +14.7% | +29.8% | +26.7% |
| 1Y | +50.3% | +14.7% | +35.5% | +31.7% |
| 3Y | +76.3% | +66.2% | +10.1% | +8.5% |
| 5Y | +58.1% | +50.2% | +8.0% | +6.5% |
| 10Y | +416.4% | +127.1% | +289.3% | +131.2% |
| All | +416.4% | +127.4% | +289.0% | +131.2% |
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