+418.4%
CSX vs EWZ
+66.3%
+352.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +9.7% | -25.9% | +35.6% | +18.8% |
| 3M | +4.9% | -6.1% | +11.1% | +4.9% |
| 6M | +18.4% | -16.1% | +34.5% | +22.4% |
| YTD | +45.9% | +1.0% | +44.9% | +41.7% |
| 1Y | +50.0% | 0.0% | +50.0% | +45.9% |
| 3Y | +78.0% | +16.8% | +61.2% | +62.1% |
| 5Y | +59.2% | +52.1% | +7.1% | +28.3% |
| All | +418.4% | +66.3% | +352.1% | +293.8% |
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