+496.7%
CSX vs VWO
+112.8%
+383.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -0.6% | +0.2% | -0.7% | -0.7% |
| 30D | -3.2% | +0.9% | -4.1% | -3.8% |
| 3M | +2.6% | +4.3% | -1.7% | -0.6% |
| 6M | +19.8% | +10.5% | +9.3% | +10.9% |
| YTD | +34.7% | +13.4% | +21.3% | +22.3% |
| 1Y | +52.1% | +18.6% | +33.6% | +33.6% |
| 3Y | +68.4% | +65.8% | +2.6% | +14.0% |
| 5Y | +65.1% | +35.2% | +29.9% | +28.9% |
| 10Y | +496.7% | +116.6% | +380.1% | +233.9% |
| All | +496.7% | +112.8% | +383.9% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling