-8.2%
CSGP vs EME
-36.3%
+28.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.2% | -4.1% |
| 7D | +13.9% | -13.6% | +27.5% | +8.2% |
| 30D | +16.0% | -27.8% | +43.8% | +4.5% |
| 3M | +6.1% | -27.6% | +33.6% | -4.2% |
| 6M | -8.2% | -36.1% | +28.0% | -27.7% |
| All | -8.2% | -36.3% | +28.1% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling