-64.8%
CSGP vs EWJ
+53.7%
-118.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -4.1% | +2.5% | -6.6% | -5.3% |
| 30D | +2.3% | +3.3% | -1.0% | +0.5% |
| 3M | -8.2% | +5.0% | -13.1% | -11.5% |
| 6M | -35.1% | +11.5% | -46.6% | -40.2% |
| YTD | -54.0% | +22.4% | -76.4% | -60.9% |
| 1Y | -65.3% | +30.2% | -95.5% | -72.0% |
| 3Y | -62.6% | +72.8% | -135.4% | -77.0% |
| All | -64.8% | +53.7% | -118.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling