-54.8%
CSGP vs EME
+3.0%
-57.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.7% |
| 7D | +1.3% | +8.4% | -7.0% | +3.5% |
| 30D | +2.8% | -11.5% | +14.3% | 0.0% |
| 3M | -6.3% | -20.6% | +14.3% | -11.0% |
| 6M | -3.2% | -28.5% | +25.3% | -9.5% |
| YTD | -54.0% | +8.0% | -62.0% | -54.4% |
| 1Y | -54.8% | +6.8% | -61.6% | -55.4% |
| All | -54.8% | +3.0% | -57.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling