+49.8%
EWY vs CSGP
-56.4%
+106.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.7% | +8.8% | +2.3% |
| 7D | -10.4% | +1.3% | -11.6% | -9.8% |
| 30D | -25.4% | +10.7% | -36.1% | -21.4% |
| 3M | -16.5% | +3.3% | -19.8% | -13.7% |
| 6M | -24.7% | -10.3% | -14.4% | -22.8% |
| YTD | +40.9% | -54.6% | +95.5% | +41.0% |
| 1Y | +49.8% | -54.6% | +104.5% | +49.7% |
| All | +49.8% | -56.4% | +106.2% | +49.7% |
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