+5,685.3%
CSX vs EWZ
+352.8%
+5,332.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -5.5% | -1.5% | -4.0% | -5.0% |
| 30D | +4.9% | -24.5% | +29.5% | +15.4% |
| 3M | -2.9% | -10.7% | +7.8% | -0.6% |
| 6M | +8.3% | -19.1% | +27.4% | +14.9% |
| YTD | +36.7% | +1.6% | +35.1% | +31.9% |
| 1Y | +41.5% | +4.3% | +37.2% | +34.8% |
| 3Y | +68.6% | +19.0% | +49.7% | +49.5% |
| 5Y | +48.4% | +57.7% | -9.2% | +13.0% |
| 10Y | +446.6% | +51.3% | +395.3% | +273.9% |
| All | +5,685.3% | +352.8% | +5,332.5% | +2,351.8% |
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 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