+91.0%
EWY vs CSX
+47.4%
+43.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.4% | +5.3% |
| 7D | -10.4% | -5.5% | -4.9% | -8.5% |
| 30D | -25.4% | +4.9% | -30.3% | -27.0% |
| 3M | -16.5% | -2.9% | -13.7% | -15.8% |
| 6M | -24.7% | +8.3% | -33.1% | -27.5% |
| YTD | +40.9% | +36.7% | +4.2% | +24.5% |
| 1Y | +49.8% | +41.5% | +8.3% | +30.8% |
| 3Y | +134.8% | +68.6% | +66.2% | +86.1% |
| All | +91.0% | +47.4% | +43.6% | +53.9% |
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 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