+27.0%
EEM vs CSGP
-61.6%
+88.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.6% |
| 7D | -7.4% | +13.9% | -21.3% | -8.7% |
| 30D | -15.0% | +16.0% | -31.0% | -16.8% |
| 3M | -11.7% | +6.1% | -17.8% | -12.8% |
| 6M | -10.8% | -8.2% | -2.6% | -10.4% |
| YTD | +6.7% | -52.3% | +59.0% | +20.2% |
| 1Y | +7.4% | -54.5% | +61.9% | +22.1% |
| 3Y | +62.1% | -58.6% | +120.7% | +84.0% |
| All | +27.0% | -61.6% | +88.7% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling