-23.4%
EWY vs CSX
+16.8%
-40.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.9% |
| 30D | -13.1% | +8.7% | -21.8% | -13.7% |
| 3M | -11.6% | +4.2% | -15.8% | -10.6% |
| 6M | -23.4% | +16.7% | -40.0% | -26.0% |
| All | -23.4% | +16.8% | -40.1% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling