+2,963.2%
CSX vs VWO
+295.2%
+2,668.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.1% |
| 7D | -2.2% | +1.6% | -3.8% | -3.3% |
| 30D | +6.8% | -5.3% | +12.1% | +10.6% |
| 3M | +0.7% | -6.2% | +6.9% | +4.8% |
| 6M | +13.3% | -6.2% | +19.5% | +17.2% |
| YTD | +40.5% | +5.6% | +34.9% | +33.3% |
| 1Y | +44.7% | +6.2% | +38.5% | +36.8% |
| 3Y | +74.5% | +57.5% | +17.0% | +22.8% |
| 5Y | +52.0% | +28.0% | +24.0% | +22.2% |
| 10Y | +412.6% | +101.8% | +310.9% | +195.5% |
| All | +2,963.2% | +295.2% | +2,668.0% | +987.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling