+854.3%
EEM vs CSX
+4,361.9%
-3,507.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | +2.3% | -3.4% | +5.7% | +4.1% |
| 30D | +4.5% | -3.1% | +7.6% | +6.2% |
| 3M | -0.1% | +7.2% | -7.2% | -4.1% |
| 6M | +16.9% | +16.2% | +0.8% | +7.3% |
| YTD | +26.2% | +37.5% | -11.3% | +5.9% |
| 1Y | +40.5% | +53.2% | -12.7% | +11.0% |
| 3Y | +86.2% | +68.2% | +17.9% | +35.8% |
| 5Y | +45.5% | +65.2% | -19.8% | +3.8% |
| 10Y | +128.6% | +504.1% | -375.5% | -31.6% |
| All | +854.3% | +4,361.9% | -3,507.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling