+946.2%
EWY vs CSX
+6,529.9%
-5,583.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -13.1% | +8.7% | -21.8% | -16.8% |
| 3M | -11.6% | +4.2% | -15.8% | -13.7% |
| 6M | -23.4% | +16.7% | -40.0% | -29.3% |
| YTD | +52.0% | +44.5% | +7.6% | +26.8% |
| 1Y | +58.6% | +50.3% | +8.3% | +29.8% |
| 3Y | +163.3% | +76.3% | +87.0% | +94.9% |
| 5Y | +108.7% | +58.1% | +50.5% | +59.7% |
| 10Y | +237.8% | +416.4% | -178.6% | +35.7% |
| All | +946.2% | +6,529.9% | -5,583.7% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling