+196.8%
EWY vs CSGP
+63.3%
+133.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.7% | +8.8% | +4.9% |
| 7D | -10.4% | +1.3% | -11.6% | -10.7% |
| 30D | -25.4% | +10.7% | -36.1% | -27.8% |
| 3M | -16.5% | +3.3% | -19.8% | -18.5% |
| 6M | -24.7% | -10.3% | -14.4% | -25.2% |
| YTD | +40.9% | -54.6% | +95.5% | +67.0% |
| 1Y | +49.8% | -54.6% | +104.5% | +77.3% |
| 3Y | +134.8% | -60.3% | +195.2% | +182.3% |
| 5Y | +91.4% | -63.3% | +154.7% | +130.1% |
| All | +196.8% | +63.3% | +133.5% | +160.5% |
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