+65.2%
CSGP vs EWJ
+116.5%
-51.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -5.0% | +6.3% | +4.4% |
| 30D | +10.7% | -10.2% | +20.9% | +17.9% |
| 3M | +3.3% | -7.2% | +10.5% | +7.6% |
| 6M | -10.3% | -3.2% | -7.1% | -10.7% |
| YTD | -54.6% | +9.9% | -64.5% | -59.6% |
| 1Y | -54.6% | +11.0% | -65.6% | -60.0% |
| 3Y | -60.3% | +57.3% | -117.7% | -74.3% |
| 5Y | -63.3% | +41.3% | -104.6% | -74.1% |
| All | +65.2% | +116.5% | -51.3% | -21.9% |
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