+123.6%
EEM vs CSGP
+65.4%
+58.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +0.7% | -7.1% | +7.8% | +2.1% |
| 30D | -6.2% | +3.6% | -9.8% | -7.7% |
| 3M | -5.2% | -2.7% | -2.4% | -5.9% |
| 6M | -8.1% | -8.0% | -0.1% | -8.5% |
| YTD | +14.0% | -55.0% | +69.0% | +34.2% |
| 1Y | +13.8% | -55.8% | +69.6% | +34.4% |
| 3Y | +73.7% | -62.0% | +135.7% | +108.4% |
| 5Y | +34.6% | -62.9% | +97.5% | +58.4% |
| 10Y | +123.6% | +62.6% | +61.0% | +79.8% |
| All | +123.6% | +65.4% | +58.1% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling