+408.2%
CSX vs EWZ
+65.7%
+342.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +8.1% | -26.2% | +34.2% | +17.2% |
| 3M | +2.2% | -8.6% | +10.8% | +3.1% |
| 6M | +14.6% | -17.0% | +31.6% | +19.0% |
| YTD | +42.2% | +2.2% | +40.0% | +37.7% |
| 1Y | +47.3% | +2.7% | +44.6% | +42.2% |
| 3Y | +73.5% | +18.2% | +55.3% | +57.5% |
| 5Y | +54.1% | +56.0% | -1.9% | +23.1% |
| All | +408.2% | +65.7% | +342.5% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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