+42.6%
EWZ vs CSGP
+71.3%
-28.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -4.2% | +13.9% | -18.1% | -7.3% |
| 30D | -26.1% | +16.0% | -42.1% | -29.4% |
| 3M | -12.0% | +6.1% | -18.1% | -14.4% |
| 6M | -19.3% | -8.2% | -11.1% | -19.1% |
| YTD | +0.9% | -52.3% | +53.3% | +20.2% |
| 1Y | +3.4% | -54.5% | +57.9% | +24.6% |
| 3Y | +18.6% | -58.6% | +77.2% | +43.0% |
| 5Y | +56.6% | -61.5% | +118.1% | +87.9% |
| All | +42.6% | +71.3% | -28.7% | +3.2% |
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