+228.6%
EWY vs CSX
+73.8%
+154.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +4.8% | -3.4% | +8.2% | +6.1% |
| 30D | +11.7% | -3.1% | +14.7% | +13.0% |
| 3M | -7.4% | +7.2% | -14.6% | -9.8% |
| 6M | +40.6% | +16.2% | +24.4% | +32.7% |
| YTD | +94.3% | +37.5% | +56.7% | +75.1% |
| 1Y | +164.3% | +53.2% | +111.1% | +131.4% |
| All | +228.6% | +73.8% | +154.8% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling