+216.5%
EWY vs CSX
+416.0%
-199.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.5% |
| 7D | -10.2% | +0.7% | -11.0% | -10.5% |
| 30D | -21.5% | +8.1% | -29.6% | -24.2% |
| 3M | -14.7% | +2.2% | -16.9% | -15.8% |
| 6M | -26.8% | +14.6% | -41.4% | -31.3% |
| YTD | +43.2% | +42.2% | +1.0% | +23.1% |
| 1Y | +48.7% | +47.3% | +1.4% | +26.0% |
| 3Y | +147.9% | +73.5% | +74.4% | +91.9% |
| 5Y | +98.8% | +54.1% | +44.7% | +59.2% |
| 10Y | +216.5% | +409.0% | -192.5% | +82.2% |
| All | +216.5% | +416.0% | -199.5% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling