+55.0%
EWZ vs CSGP
-64.7%
+119.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +6.5% | -4.1% | +10.6% | +7.1% |
| 30D | +4.8% | +2.3% | +2.5% | +4.3% |
| 3M | +9.9% | -8.2% | +18.1% | +10.8% |
| 6M | +1.9% | -35.1% | +37.0% | +8.5% |
| YTD | +20.3% | -54.0% | +74.3% | +35.2% |
| 1Y | +35.6% | -65.3% | +100.9% | +60.7% |
| 3Y | +43.4% | -62.6% | +106.0% | +64.8% |
| All | +55.0% | -64.7% | +119.7% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling