-55.8%
CSGP vs EWJ
+15.1%
-70.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | +0.5% |
| 7D | -7.1% | -1.9% | -5.2% | -7.9% |
| 30D | +3.6% | -5.3% | +9.0% | +1.3% |
| 3M | -2.7% | -4.3% | +1.6% | -4.5% |
| 6M | -8.0% | +0.4% | -8.4% | -7.5% |
| YTD | -55.0% | +14.7% | -69.7% | -54.7% |
| 1Y | -55.8% | +14.7% | -70.5% | -55.6% |
| All | -55.8% | +15.1% | -70.8% | -55.6% |
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