+62.6%
CSGP vs EWJ
+127.4%
-64.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.4% |
| 7D | -7.1% | -1.9% | -5.2% | -6.1% |
| 30D | +3.6% | -5.3% | +9.0% | +6.9% |
| 3M | -2.7% | -4.3% | +1.6% | -0.6% |
| 6M | -8.0% | +0.4% | -8.4% | -10.3% |
| YTD | -55.0% | +14.7% | -69.7% | -61.0% |
| 1Y | -55.8% | +14.7% | -70.5% | -61.7% |
| 3Y | -62.0% | +66.2% | -128.2% | -76.3% |
| 5Y | -62.9% | +50.2% | -113.1% | -74.9% |
| 10Y | +62.6% | +127.1% | -64.5% | -26.2% |
| All | +62.6% | +127.4% | -64.8% | -26.2% |
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