+1,236.8%
EWY vs CSGP
+1,321.1%
-84.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.3% |
| 7D | +4.8% | -4.1% | +8.9% | +5.9% |
| 30D | +11.7% | +2.3% | +9.3% | +10.5% |
| 3M | -7.4% | -8.2% | +0.8% | -7.2% |
| 6M | +40.6% | -35.1% | +75.6% | +54.2% |
| YTD | +94.3% | -54.0% | +148.3% | +132.2% |
| 1Y | +164.3% | -65.3% | +229.6% | +241.6% |
| 3Y | +221.0% | -62.6% | +283.5% | +297.5% |
| 5Y | +139.1% | -64.8% | +203.9% | +193.3% |
| 10Y | +298.8% | +45.1% | +253.7% | +210.5% |
| All | +1,236.8% | +1,321.1% | -84.3% | +363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling