-63.2%
CSGP vs EME
+358.3%
-421.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -4.9% |
| 7D | +1.3% | -10.5% | +11.7% | +2.4% |
| 30D | +10.7% | -22.4% | +33.1% | +14.0% |
| 3M | +3.3% | -24.7% | +28.0% | +6.5% |
| 6M | -10.3% | -35.5% | +25.1% | -5.1% |
| YTD | -54.6% | -0.3% | -54.2% | -57.3% |
| 1Y | -54.6% | -6.7% | -47.9% | -56.7% |
| 3Y | -60.3% | +190.6% | -251.0% | -77.8% |
| All | -63.2% | +358.3% | -421.5% | -84.9% |
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