+412.6%
CSX vs EWT
+418.9%
-6.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.2% | -4.4% | -0.5% |
| 7D | -2.2% | -5.0% | +2.8% | -0.3% |
| 30D | +6.8% | -16.3% | +23.1% | +15.2% |
| 3M | +0.7% | -7.2% | +7.9% | +2.7% |
| 6M | +13.3% | -0.5% | +13.7% | +9.2% |
| YTD | +40.5% | +50.6% | -10.0% | +6.2% |
| 1Y | +44.7% | +54.8% | -10.2% | +7.5% |
| 3Y | +74.5% | +155.5% | -81.0% | -10.1% |
| 5Y | +52.0% | +116.4% | -64.4% | -13.0% |
| 10Y | +412.6% | +421.4% | -8.8% | +58.1% |
| All | +412.6% | +418.9% | -6.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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