+311.3%
EMR vs CSGP
+63.3%
+248.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +1.1% |
| 7D | -1.6% | +1.3% | -2.8% | -2.0% |
| 30D | +2.0% | +10.7% | -8.7% | -2.0% |
| 3M | +3.8% | +3.3% | +0.5% | +1.1% |
| 6M | +10.5% | -10.3% | +20.9% | +10.9% |
| YTD | +23.7% | -54.6% | +78.3% | +52.4% |
| 1Y | +25.4% | -54.6% | +80.1% | +54.3% |
| 3Y | +86.6% | -60.3% | +146.9% | +134.8% |
| 5Y | +83.0% | -63.3% | +146.3% | +130.6% |
| All | +311.3% | +63.3% | +248.0% | +264.8% |
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 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