+98.5%
EWY vs CSGP
-62.5%
+161.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -1.9% |
| 7D | +4.2% | +1.3% | +2.9% | +4.1% |
| 30D | -10.7% | +2.8% | -13.5% | -11.2% |
| 3M | -20.1% | -6.3% | -13.7% | -20.0% |
| 6M | -24.3% | -3.2% | -21.1% | -24.9% |
| YTD | +46.9% | -54.0% | +100.8% | +69.8% |
| 1Y | +55.2% | -54.8% | +110.0% | +80.1% |
| 3Y | +157.0% | -60.6% | +217.5% | +202.5% |
| All | +98.5% | -62.5% | +161.0% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling