+62.4%
EWY vs CSGP
-53.2%
+115.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -0.4% |
| 7D | -8.3% | +18.3% | -26.6% | -2.1% |
| 30D | -20.5% | +17.8% | -38.3% | -14.5% |
| 3M | -11.1% | +9.3% | -20.4% | -6.3% |
| 6M | -7.0% | -7.9% | +0.9% | -2.6% |
| YTD | +56.5% | -51.5% | +108.0% | +63.2% |
| 1Y | +62.4% | -53.3% | +115.7% | +71.1% |
| All | +62.4% | -53.2% | +115.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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