+3,148.4%
CSX vs EWJ
+130.5%
+3,017.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -5.0% | -0.5% | -2.8% |
| 30D | +4.9% | -10.2% | +15.2% | +11.3% |
| 3M | -2.9% | -7.2% | +4.4% | +1.0% |
| 6M | +8.3% | -3.2% | +11.6% | +9.3% |
| YTD | +36.7% | +9.9% | +26.8% | +27.8% |
| 1Y | +41.5% | +11.0% | +30.5% | +31.5% |
| 3Y | +68.6% | +57.3% | +11.3% | +26.4% |
| 5Y | +48.4% | +41.3% | +7.2% | +17.9% |
| 10Y | +446.6% | +117.5% | +329.1% | +247.3% |
| All | +3,148.4% | +130.5% | +3,017.9% | +1,719.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling