+123.9%
EEM vs CSGP
+45.2%
+78.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.3% |
| 7D | +2.3% | -4.1% | +6.4% | +3.2% |
| 30D | +4.5% | +2.3% | +2.2% | +3.7% |
| 3M | -0.1% | -8.2% | +8.1% | +0.8% |
| 6M | +16.9% | -35.1% | +52.0% | +28.0% |
| YTD | +26.2% | -54.0% | +80.3% | +49.7% |
| 1Y | +40.5% | -65.3% | +105.8% | +79.4% |
| 3Y | +86.2% | -62.6% | +148.7% | +127.1% |
| 5Y | +45.5% | -64.8% | +110.3% | +76.1% |
| All | +123.9% | +45.2% | +78.6% | +76.5% |
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