+216.5%
EWY vs CSGP
+61.5%
+155.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.5% |
| 7D | -10.2% | -3.2% | -7.1% | -9.8% |
| 30D | -21.5% | +2.2% | -23.7% | -22.6% |
| 3M | -14.7% | -3.7% | -11.0% | -15.4% |
| 6M | -26.8% | -7.4% | -19.4% | -27.8% |
| YTD | +43.2% | -54.9% | +98.1% | +70.0% |
| 1Y | +48.7% | -54.9% | +103.6% | +76.2% |
| 3Y | +147.9% | -61.9% | +209.9% | +202.0% |
| 5Y | +98.8% | -63.1% | +161.9% | +138.3% |
| 10Y | +216.5% | +65.1% | +151.4% | +174.0% |
| All | +216.5% | +61.5% | +155.1% | +174.0% |
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