+706.3%
EEM vs CSGP
+1,399.8%
-693.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.3% |
| 7D | -7.4% | +13.9% | -21.3% | -11.5% |
| 30D | -15.0% | +16.0% | -31.0% | -20.2% |
| 3M | -11.7% | +6.1% | -17.8% | -15.3% |
| 6M | -10.8% | -8.2% | -2.6% | -11.7% |
| YTD | +6.7% | -52.3% | +59.0% | +30.4% |
| 1Y | +7.4% | -54.5% | +61.9% | +33.2% |
| 3Y | +62.1% | -58.6% | +120.7% | +100.8% |
| 5Y | +28.2% | -61.5% | +89.7% | +56.5% |
| 10Y | +101.2% | +74.7% | +26.5% | +23.4% |
| All | +706.3% | +1,399.8% | -693.4% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling