+121.1%
EEM vs CSX
+415.8%
-294.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.7% | +6.0% | -3.3% | +0.7% |
| 30D | -5.4% | +7.8% | -13.2% | -8.0% |
| 3M | -8.6% | +4.1% | -12.7% | -10.2% |
| 6M | -8.9% | +17.9% | -26.8% | -14.5% |
| YTD | +11.9% | +44.9% | -33.0% | -2.5% |
| 1Y | +13.1% | +51.1% | -38.1% | -3.0% |
| 3Y | +70.7% | +78.3% | -7.6% | +35.1% |
| 5Y | +31.8% | +58.1% | -26.3% | +7.2% |
| All | +121.1% | +415.8% | -294.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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