+15.0%
EEM vs CSGP
-53.2%
+68.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | +1.4% |
| 7D | -3.0% | +18.3% | -21.3% | -0.7% |
| 30D | -10.3% | +17.8% | -28.1% | -8.1% |
| 3M | -6.6% | +9.3% | -15.9% | -5.0% |
| 6M | -3.4% | -7.9% | +4.5% | -1.9% |
| YTD | +13.2% | -51.5% | +64.8% | +16.7% |
| 1Y | +15.0% | -53.3% | +68.3% | +19.1% |
| All | +15.0% | -53.2% | +68.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling