+43.6%
EWZ vs CSGP
+63.3%
-19.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.8% |
| 7D | -1.5% | +1.3% | -2.7% | -1.9% |
| 30D | -24.5% | +10.7% | -35.2% | -27.1% |
| 3M | -10.7% | +3.3% | -14.0% | -12.6% |
| 6M | -19.1% | -10.3% | -8.8% | -18.5% |
| YTD | +1.6% | -54.6% | +56.2% | +22.4% |
| 1Y | +4.3% | -54.6% | +58.9% | +25.4% |
| 3Y | +19.0% | -60.3% | +79.3% | +44.8% |
| 5Y | +57.7% | -63.3% | +121.0% | +91.4% |
| All | +43.6% | +63.3% | -19.7% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling