+62.6%
CSGP vs EME
+948.4%
-885.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.0% |
| 7D | -7.1% | +4.3% | -11.4% | -8.1% |
| 30D | +3.6% | -14.4% | +18.0% | +6.8% |
| 3M | -2.7% | -18.3% | +15.6% | +0.9% |
| 6M | -8.0% | -28.3% | +20.3% | -2.4% |
| YTD | -55.0% | +9.2% | -64.2% | -58.6% |
| 1Y | -55.8% | +4.3% | -60.0% | -58.8% |
| 3Y | -62.0% | +218.6% | -280.6% | -78.0% |
| 5Y | -62.9% | +421.0% | -484.0% | -82.5% |
| 10Y | +62.6% | +928.3% | -865.7% | -46.0% |
| All | +62.6% | +948.4% | -885.8% | -46.0% |
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