+87.7%
EEM vs CSX
+68.2%
+19.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | +2.3% | -3.4% | +5.7% | +3.1% |
| 30D | +4.5% | -3.1% | +7.6% | +5.3% |
| 3M | -0.1% | +7.2% | -7.2% | -2.0% |
| 6M | +16.9% | +16.2% | +0.8% | +12.0% |
| YTD | +26.2% | +37.5% | -11.3% | +16.4% |
| 1Y | +40.5% | +53.2% | -12.7% | +26.4% |
| All | +87.7% | +68.2% | +19.5% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling