+164.3%
EWY vs CSX
+55.3%
+109.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.1% |
| 7D | +4.8% | -3.4% | +8.2% | +6.7% |
| 30D | +11.7% | -3.1% | +14.7% | +13.6% |
| 3M | -7.4% | +7.2% | -14.6% | -11.2% |
| 6M | +40.6% | +16.2% | +24.4% | +26.5% |
| YTD | +94.3% | +37.5% | +56.7% | +66.2% |
| 1Y | +164.3% | +53.2% | +111.1% | +122.2% |
| All | +164.3% | +55.3% | +109.0% | +122.2% |
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 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