+64.4%
EEM vs CSGP
-60.4%
+124.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +2.2% |
| 7D | -2.8% | +1.3% | -4.1% | -2.8% |
| 30D | -11.9% | +10.7% | -22.6% | -12.2% |
| 3M | -8.8% | +3.3% | -12.0% | -9.0% |
| 6M | -11.6% | -10.3% | -1.3% | -11.0% |
| YTD | +9.0% | -54.6% | +63.6% | +19.3% |
| 1Y | +10.6% | -54.6% | +65.2% | +20.9% |
| 3Y | +64.4% | -60.3% | +124.7% | +77.8% |
| All | +64.4% | -60.4% | +124.8% | +77.8% |
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 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