-35.1%
CSGP vs EME
+1.3%
-36.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -1.9% |
| 7D | -4.1% | +1.9% | -6.0% | -3.5% |
| 30D | +2.3% | -8.3% | +10.6% | 0.0% |
| 3M | -8.2% | -10.7% | +2.6% | -12.2% |
| 6M | -35.1% | +1.9% | -37.0% | -35.9% |
| All | -35.1% | +1.3% | -36.4% | -35.9% |
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 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