-64.8%
CSGP vs EME
+529.3%
-594.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.7% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | +2.3% | -8.3% | +10.6% | +3.5% |
| 3M | -8.2% | -10.7% | +2.6% | -7.2% |
| 6M | -35.1% | +1.9% | -37.0% | -36.7% |
| YTD | -54.0% | +23.5% | -77.5% | -57.7% |
| 1Y | -65.3% | +18.0% | -83.3% | -68.2% |
| 3Y | -62.6% | +236.1% | -298.7% | -78.3% |
| All | -64.8% | +529.3% | -594.0% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling