-54.6%
CSGP vs EMB
+0.4%
-55.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +10.7% | +1.3% | +9.4% | +9.9% |
| 3M | +3.3% | -2.2% | +5.5% | +3.8% |
| 6M | -10.3% | -2.3% | -8.0% | -9.8% |
| YTD | -54.6% | -0.6% | -53.9% | -55.4% |
| 1Y | -54.6% | +0.5% | -55.1% | -56.6% |
| All | -54.6% | +0.4% | -55.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling