+3,388.4%
CSGP vs EME
+13,415.3%
-10,026.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.2% | +0.5% |
| 7D | +13.9% | -13.6% | +27.5% | +18.6% |
| 30D | +16.0% | -27.8% | +43.8% | +27.0% |
| 3M | +6.1% | -27.6% | +33.6% | +15.4% |
| 6M | -8.2% | -36.1% | +28.0% | +1.9% |
| YTD | -52.3% | -2.5% | -49.9% | -54.7% |
| 1Y | -54.5% | -11.7% | -42.8% | -55.4% |
| 3Y | -58.6% | +185.1% | -243.7% | -74.3% |
| 5Y | -61.5% | +357.2% | -418.7% | -80.0% |
| 10Y | +74.7% | +931.7% | -857.0% | -35.4% |
| All | +3,388.4% | +13,415.3% | -10,026.8% | +601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling