+807.7%
CSX vs IEFA
+217.0%
+590.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +0.6% | -4.0% | -3.9% |
| 30D | -3.1% | +1.0% | -4.1% | -4.0% |
| 3M | +7.2% | +4.7% | +2.5% | +2.3% |
| 6M | +16.2% | +8.6% | +7.6% | +6.9% |
| YTD | +37.5% | +14.8% | +22.7% | +19.9% |
| 1Y | +53.2% | +22.6% | +30.6% | +25.6% |
| 3Y | +68.2% | +67.0% | +1.2% | +0.7% |
| 5Y | +65.2% | +52.3% | +13.0% | +7.5% |
| 10Y | +504.1% | +147.3% | +356.8% | +139.9% |
| All | +807.7% | +217.0% | +590.7% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling