+148.1%
EWY vs CSX
+66.7%
+81.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +14.3% | -2.3% | +16.6% | +15.4% |
| 3M | +2.3% | +4.3% | -2.0% | +0.5% |
| 6M | +49.9% | +23.4% | +26.5% | +38.0% |
| YTD | +95.3% | +36.4% | +58.9% | +73.9% |
| 1Y | +161.7% | +53.0% | +108.7% | +123.6% |
| 3Y | +230.2% | +70.6% | +159.5% | +162.9% |
| 5Y | +148.1% | +65.5% | +82.7% | +100.3% |
| All | +148.1% | +66.7% | +81.4% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling