+134.8%
EWY vs CSGP
-60.4%
+195.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.7% | +8.8% | +3.6% |
| 7D | -10.4% | +1.3% | -11.6% | -10.2% |
| 30D | -25.4% | +10.7% | -36.1% | -24.7% |
| 3M | -16.5% | +3.3% | -19.8% | -16.1% |
| 6M | -24.7% | -10.3% | -14.4% | -23.7% |
| YTD | +40.9% | -54.6% | +95.5% | +58.2% |
| 1Y | +49.8% | -54.6% | +104.5% | +68.0% |
| 3Y | +134.8% | -60.3% | +195.2% | +161.6% |
| All | +134.8% | -60.4% | +195.2% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling