+6,742.1%
CSX vs EWT
+452.2%
+6,289.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -5.2% |
| 7D | -5.5% | -11.7% | +6.2% | -0.3% |
| 30D | +4.9% | -23.2% | +28.2% | +17.7% |
| 3M | -2.9% | -12.5% | +9.6% | +2.0% |
| 6M | +8.3% | -5.9% | +14.3% | +8.0% |
| YTD | +36.7% | +40.5% | -3.7% | +11.3% |
| 1Y | +41.5% | +43.7% | -2.2% | +13.7% |
| 3Y | +68.6% | +136.6% | -68.0% | +2.8% |
| 5Y | +48.4% | +105.1% | -56.6% | -3.6% |
| 10Y | +446.6% | +387.0% | +59.6% | +131.6% |
| All | +6,742.1% | +452.2% | +6,289.9% | +2,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling