+143.8%
EWY vs CSX
+54.9%
+88.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.3% | -1.5% | +10.8% | +10.3% |
| 3M | +2.4% | +6.0% | -3.5% | -1.2% |
| 6M | +40.3% | +20.6% | +19.7% | +23.6% |
| YTD | +88.0% | +36.5% | +51.5% | +60.8% |
| 1Y | +143.8% | +55.0% | +88.8% | +101.9% |
| All | +143.8% | +54.9% | +88.9% | +101.9% |
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