+280.6%
EMR vs CSGP
+65.4%
+215.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.0% | -7.1% | +5.1% | 0.0% |
| 30D | +2.8% | +3.6% | -0.8% | +0.8% |
| 3M | +2.0% | -2.7% | +4.7% | +1.1% |
| 6M | +20.7% | -8.0% | +28.8% | +20.4% |
| YTD | +27.3% | -55.0% | +82.3% | +57.2% |
| 1Y | +31.0% | -55.8% | +86.8% | +62.5% |
| 3Y | +103.6% | -62.0% | +165.6% | +160.0% |
| 5Y | +88.6% | -62.9% | +151.5% | +136.6% |
| 10Y | +280.6% | +62.6% | +218.0% | +230.6% |
| All | +280.6% | +65.4% | +215.2% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling