-53.5%
CSGP vs EWJ
+14.5%
-68.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +3.5% |
| 7D | -1.8% | -1.5% | -0.4% | -2.5% |
| 30D | +5.3% | -6.5% | +11.8% | +2.5% |
| 3M | +3.3% | -5.6% | +8.9% | +1.0% |
| 6M | -4.7% | -0.3% | -4.4% | -4.3% |
| YTD | -53.5% | +13.9% | -67.5% | -53.3% |
| All | -53.5% | +14.5% | -68.1% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling