+45.6%
CSX vs IEFA
+14.5%
+31.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | +1.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | +6.8% | +1.2% | +5.6% | +6.2% |
| 3M | +0.7% | -3.4% | +4.1% | +2.2% |
| 6M | +13.3% | +2.0% | +11.2% | +11.6% |
| YTD | +40.5% | +11.0% | +29.5% | +28.5% |
| All | +45.6% | +14.5% | +31.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling