+18.1%
EWZ vs CSGP
-58.5%
+76.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -4.2% | +13.9% | -18.1% | -5.2% |
| 30D | -26.1% | +16.0% | -42.1% | -27.2% |
| 3M | -12.0% | +6.1% | -18.1% | -12.8% |
| 6M | -19.3% | -8.2% | -11.1% | -18.8% |
| YTD | +0.9% | -52.3% | +53.3% | +11.2% |
| 1Y | +3.4% | -54.5% | +57.9% | +14.8% |
| All | +18.1% | -58.5% | +76.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling