+65.1%
CSGP vs EWJ
+122.8%
-57.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -3.2% | -2.4% | -0.8% | -1.8% |
| 30D | +2.2% | -7.6% | +9.9% | +7.1% |
| 3M | -3.7% | -5.9% | +2.2% | -0.5% |
| 6M | -7.4% | -1.5% | -6.0% | -8.7% |
| YTD | -54.9% | +12.6% | -67.5% | -60.4% |
| 1Y | -54.9% | +12.7% | -67.6% | -60.6% |
| 3Y | -61.9% | +63.1% | -125.0% | -76.0% |
| 5Y | -63.1% | +48.2% | -111.3% | -74.8% |
| 10Y | +65.1% | +123.1% | -58.0% | -24.5% |
| All | +65.1% | +122.8% | -57.7% | -24.5% |
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