+5,719.5%
CSX vs EWZ
+436.1%
+5,283.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | +6.5% | -9.9% | -5.8% |
| 30D | -3.1% | +4.8% | -7.9% | -5.0% |
| 3M | +7.2% | +9.9% | -2.7% | +2.9% |
| 6M | +16.2% | +1.9% | +14.2% | +14.6% |
| YTD | +37.5% | +20.3% | +17.2% | +26.8% |
| 1Y | +53.2% | +35.6% | +17.6% | +34.2% |
| 3Y | +68.2% | +43.4% | +24.8% | +41.2% |
| 5Y | +65.2% | +55.9% | +9.3% | +28.6% |
| 10Y | +504.1% | +84.2% | +420.0% | +289.0% |
| All | +5,719.5% | +436.1% | +5,283.4% | +2,255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling