+72.1%
EEM vs CSGP
-59.5%
+131.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.9% |
| 7D | -0.1% | -1.8% | +1.7% | -0.1% |
| 30D | -8.6% | +5.3% | -13.9% | -8.8% |
| 3M | -7.0% | +3.3% | -10.3% | -7.2% |
| 6M | -9.7% | -4.7% | -5.0% | -9.4% |
| YTD | +12.1% | -53.5% | +65.7% | +22.7% |
| 1Y | +14.1% | -53.7% | +67.8% | +24.8% |
| 3Y | +72.1% | -59.7% | +131.9% | +87.3% |
| All | +72.1% | -59.5% | +131.6% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling