+432.5%
EWZ vs CSGP
+897.1%
-464.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +6.5% | -4.1% | +10.6% | +7.7% |
| 30D | +4.8% | +2.3% | +2.5% | +3.8% |
| 3M | +9.9% | -8.2% | +18.1% | +11.2% |
| 6M | +1.9% | -35.1% | +37.0% | +12.9% |
| YTD | +20.3% | -54.0% | +74.3% | +45.1% |
| 1Y | +35.6% | -65.3% | +100.9% | +76.5% |
| 3Y | +43.4% | -62.6% | +106.0% | +78.6% |
| 5Y | +55.9% | -64.8% | +120.8% | +90.9% |
| 10Y | +84.2% | +45.1% | +39.1% | +47.2% |
| All | +432.5% | +897.1% | -464.6% | +141.6% |
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