+44.6%
EEM vs CSX
+65.9%
-21.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | +2.3% | -3.4% | +5.7% | +3.3% |
| 30D | +4.5% | -3.1% | +7.6% | +5.4% |
| 3M | -0.1% | +7.2% | -7.2% | -2.3% |
| 6M | +16.9% | +16.2% | +0.8% | +11.5% |
| YTD | +26.2% | +37.5% | -11.3% | +14.8% |
| 1Y | +40.5% | +53.2% | -12.7% | +23.9% |
| 3Y | +86.2% | +68.2% | +17.9% | +55.7% |
| All | +44.6% | +65.9% | -21.2% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling