+65.1%
CSGP vs EME
+915.6%
-850.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -3.2% | -8.8% | +5.6% | -1.4% |
| 30D | +2.2% | -18.2% | +20.4% | +6.5% |
| 3M | -3.7% | -20.2% | +16.6% | +0.5% |
| 6M | -7.4% | -29.9% | +22.5% | -1.3% |
| YTD | -54.9% | +5.7% | -60.6% | -58.2% |
| 1Y | -54.9% | -1.5% | -53.4% | -57.3% |
| 3Y | -61.9% | +208.4% | -270.4% | -77.7% |
| 5Y | -63.1% | +401.9% | -465.0% | -82.5% |
| 10Y | +65.1% | +914.2% | -849.1% | -45.7% |
| All | +65.1% | +915.6% | -850.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling