+62.4%
EWY vs CSX
+48.0%
+14.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.8% |
| 7D | -8.3% | +0.1% | -8.4% | -8.4% |
| 30D | -20.5% | +9.7% | -30.3% | -23.9% |
| 3M | -11.1% | +2.3% | -13.4% | -11.3% |
| 6M | -7.0% | +17.1% | -24.1% | -15.5% |
| YTD | +56.5% | +44.9% | +11.6% | +26.4% |
| 1Y | +62.4% | +47.1% | +15.3% | +30.4% |
| All | +62.4% | +48.0% | +14.4% | +30.4% |
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