+1,236.8%
EWY vs CSX
+6,211.9%
-4,975.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | +4.8% | -3.4% | +8.2% | +6.5% |
| 30D | +11.7% | -3.1% | +14.7% | +13.4% |
| 3M | -7.4% | +7.2% | -14.6% | -10.6% |
| 6M | +40.6% | +16.2% | +24.4% | +30.6% |
| YTD | +94.3% | +37.5% | +56.7% | +66.7% |
| 1Y | +164.3% | +53.2% | +111.1% | +115.0% |
| 3Y | +221.0% | +68.2% | +152.7% | +144.0% |
| 5Y | +139.1% | +65.2% | +73.9% | +79.6% |
| 10Y | +298.8% | +504.1% | -205.3% | +48.2% |
| All | +1,236.8% | +6,211.9% | -4,975.0% | +91.7% |
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