+65.5%
CSX vs VWO
+34.9%
+30.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -2.3% | +1.3% | -3.5% | -2.8% |
| 3M | +4.3% | +5.1% | -0.8% | +1.7% |
| 6M | +23.4% | +12.5% | +10.8% | +16.1% |
| YTD | +36.4% | +14.0% | +22.4% | +27.4% |
| 1Y | +53.0% | +19.7% | +33.3% | +39.5% |
| 3Y | +70.6% | +66.8% | +3.8% | +29.7% |
| 5Y | +65.5% | +36.2% | +29.3% | +33.9% |
| All | +65.5% | +34.9% | +30.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling