+58.3%
CSX vs EWJ
+47.4%
+10.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.0% | +4.0% | +2.0% | +4.0% |
| 30D | +7.8% | -4.3% | +12.1% | +10.0% |
| 3M | +4.1% | -6.8% | +10.9% | +7.4% |
| 6M | +17.9% | -0.9% | +18.8% | +17.4% |
| YTD | +44.9% | +14.3% | +30.6% | +32.8% |
| 1Y | +51.1% | +15.3% | +35.8% | +37.8% |
| 3Y | +78.3% | +65.6% | +12.6% | +27.0% |
| All | +58.3% | +47.4% | +10.9% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling