+490.1%
CSX vs EWT
+492.4%
-2.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.1% |
| 7D | -3.4% | +4.0% | -7.3% | -5.3% |
| 30D | -3.1% | +10.3% | -13.4% | -7.8% |
| 3M | +7.2% | +6.1% | +1.1% | +2.5% |
| 6M | +16.2% | +56.6% | -40.5% | -11.1% |
| YTD | +37.5% | +76.6% | -39.0% | -1.9% |
| 1Y | +53.2% | +97.9% | -44.6% | +1.8% |
| 3Y | +68.2% | +198.0% | -129.7% | -17.5% |
| 5Y | +65.2% | +151.8% | -86.5% | -10.0% |
| All | +490.1% | +492.4% | -2.3% | +75.1% |
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