+60.0%
CSGP vs EWJ
+126.4%
-66.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +1.3% | +4.0% | -2.6% | -1.1% |
| 30D | +2.8% | -4.3% | +7.1% | +5.3% |
| 3M | -6.3% | -6.8% | +0.5% | -2.6% |
| 6M | -3.2% | -0.9% | -2.3% | -4.7% |
| YTD | -54.0% | +14.3% | -68.2% | -60.0% |
| 1Y | -54.8% | +15.3% | -70.1% | -61.1% |
| 3Y | -60.6% | +65.6% | -126.2% | -75.3% |
| 5Y | -62.6% | +47.5% | -110.1% | -74.4% |
| All | +60.0% | +126.4% | -66.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling