-59.7%
CSGP vs EWJ
+65.0%
-124.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +1.5% |
| 7D | -1.8% | -1.5% | -0.4% | -1.5% |
| 30D | +5.3% | -6.5% | +11.8% | +6.8% |
| 3M | +3.3% | -5.6% | +8.9% | +4.4% |
| 6M | -4.7% | -0.3% | -4.4% | -5.7% |
| YTD | -53.5% | +13.9% | -67.5% | -57.5% |
| 1Y | -53.7% | +14.6% | -68.3% | -57.9% |
| 3Y | -59.7% | +66.6% | -126.4% | -73.3% |
| All | -59.7% | +65.0% | -124.7% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling