+33.6%
EEM vs CSGP
-63.3%
+97.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | -9.3% | +2.2% | -11.6% | -10.0% |
| 3M | -7.1% | -3.7% | -3.4% | -7.3% |
| 6M | -10.4% | -7.4% | -2.9% | -10.5% |
| YTD | +11.3% | -54.9% | +66.2% | +26.1% |
| 1Y | +11.3% | -54.9% | +66.1% | +25.9% |
| 3Y | +69.6% | -61.9% | +131.5% | +94.9% |
| 5Y | +33.6% | -63.1% | +96.7% | +55.0% |
| All | +33.6% | -63.3% | +97.0% | +55.0% |
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