+869.8%
EWY vs CSGP
+1,304.6%
-434.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.7% | +8.8% | +5.3% |
| 7D | -10.4% | +1.3% | -11.6% | -10.8% |
| 30D | -25.4% | +10.7% | -36.1% | -28.6% |
| 3M | -16.5% | +3.3% | -19.8% | -19.1% |
| 6M | -24.7% | -10.3% | -14.4% | -25.8% |
| YTD | +40.9% | -54.6% | +95.5% | +65.9% |
| 1Y | +49.8% | -54.6% | +104.5% | +76.1% |
| 3Y | +134.8% | -60.3% | +195.2% | +180.9% |
| 5Y | +91.4% | -63.3% | +154.7% | +128.0% |
| 10Y | +204.3% | +66.5% | +137.8% | +123.6% |
| All | +869.8% | +1,304.6% | -434.8% | +231.1% |
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