+60.8%
EEM vs CSGP
-58.5%
+119.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.8% |
| 7D | -7.4% | +13.9% | -21.3% | -7.5% |
| 30D | -15.0% | +16.0% | -31.0% | -15.3% |
| 3M | -11.7% | +6.1% | -17.8% | -11.8% |
| 6M | -10.8% | -8.2% | -2.6% | -10.0% |
| YTD | +6.7% | -52.3% | +59.0% | +16.7% |
| 1Y | +7.4% | -54.5% | +61.9% | +18.3% |
| All | +60.8% | -58.5% | +119.3% | +73.9% |
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