+219.4%
EWY vs CSGP
+72.5%
+146.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +3.3% |
| 7D | -6.3% | -1.8% | -4.5% | -6.0% |
| 30D | -19.8% | +5.3% | -25.1% | -21.4% |
| 3M | -14.4% | +3.3% | -17.8% | -16.4% |
| 6M | -25.3% | -4.7% | -20.6% | -26.7% |
| YTD | +46.2% | -53.5% | +99.7% | +72.6% |
| 1Y | +58.3% | -53.7% | +112.0% | +86.8% |
| 3Y | +155.0% | -59.7% | +214.7% | +206.3% |
| 5Y | +99.5% | -62.5% | +161.9% | +138.9% |
| 10Y | +219.4% | +67.3% | +152.2% | +172.8% |
| All | +219.4% | +72.5% | +146.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling