+580.5%
CSGP vs EMB
+132.1%
+448.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +2.3% | -0.3% | +2.6% | +2.6% |
| 3M | -8.2% | -0.4% | -7.8% | -7.8% |
| 6M | -35.1% | +0.1% | -35.2% | -35.2% |
| YTD | -54.0% | +1.6% | -55.6% | -54.7% |
| 1Y | -65.3% | +5.6% | -70.9% | -66.9% |
| 3Y | -62.6% | +29.8% | -92.4% | -69.6% |
| 5Y | -64.8% | +7.3% | -72.1% | -67.0% |
| 10Y | +45.1% | +30.4% | +14.6% | +21.2% |
| All | +580.5% | +132.1% | +448.4% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling