+134.8%
EWY vs CSX
+68.4%
+66.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.4% | +5.1% |
| 7D | -10.4% | -5.5% | -4.9% | -8.8% |
| 30D | -25.4% | +4.9% | -30.3% | -26.8% |
| 3M | -16.5% | -2.9% | -13.7% | -15.8% |
| 6M | -24.7% | +8.3% | -33.1% | -27.1% |
| YTD | +40.9% | +36.7% | +4.2% | +27.1% |
| 1Y | +49.8% | +41.5% | +8.3% | +33.9% |
| 3Y | +134.8% | +68.6% | +66.2% | +89.7% |
| All | +134.8% | +68.4% | +66.4% | +89.7% |
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