+13.8%
EEM vs CSX
+49.4%
-35.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -6.2% | +8.7% | -14.9% | -7.8% |
| 3M | -5.2% | +4.2% | -9.4% | -5.7% |
| 6M | -8.1% | +16.7% | -24.8% | -12.8% |
| YTD | +14.0% | +44.5% | -30.5% | +0.3% |
| 1Y | +13.8% | +50.3% | -36.4% | -1.3% |
| All | +13.8% | +49.4% | -35.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling