+48.2%
CSX vs EWZ
+58.5%
-10.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -5.5% | -1.5% | -4.0% | -5.3% |
| 30D | +4.9% | -24.5% | +29.5% | +9.7% |
| 3M | -2.9% | -10.7% | +7.8% | -2.3% |
| 6M | +8.3% | -19.1% | +27.4% | +11.3% |
| YTD | +36.7% | +1.6% | +35.1% | +33.3% |
| 1Y | +41.5% | +4.3% | +37.2% | +37.0% |
| 3Y | +68.6% | +19.0% | +49.7% | +56.8% |
| All | +48.2% | +58.5% | -10.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling