+25.4%
EMR vs CSGP
-56.4%
+81.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | -0.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.5% |
| 30D | +2.0% | +10.7% | -8.7% | +1.9% |
| 3M | +3.8% | +3.3% | +0.5% | +3.8% |
| 6M | +10.5% | -10.3% | +20.9% | +11.1% |
| YTD | +23.7% | -54.6% | +78.3% | +36.0% |
| 1Y | +25.4% | -54.6% | +80.1% | +37.7% |
| All | +25.4% | -56.4% | +81.8% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling