-63.2%
CSGP vs EMB
+6.0%
-69.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | +10.7% | +1.3% | +9.4% | +9.0% |
| 3M | +3.3% | -2.7% | +6.0% | +7.1% |
| 6M | -10.3% | -2.8% | -7.5% | -7.0% |
| YTD | -54.6% | -1.1% | -53.5% | -54.0% |
| 1Y | -54.6% | 0.0% | -54.6% | -54.8% |
| 3Y | -60.3% | +28.8% | -89.1% | -71.0% |
| All | -63.2% | +6.0% | -69.3% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling