+62.7%
EMR vs CSGP
-64.7%
+127.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.3% |
| 7D | -1.5% | -4.1% | +2.5% | -0.6% |
| 30D | -5.6% | +2.3% | -7.9% | -6.4% |
| 3M | +7.9% | -8.2% | +16.1% | +9.3% |
| 6M | +6.0% | -35.1% | +41.1% | +17.4% |
| YTD | +16.4% | -54.0% | +70.5% | +41.1% |
| 1Y | +16.6% | -65.3% | +81.9% | +53.5% |
| 3Y | +62.9% | -62.6% | +125.4% | +105.0% |
| All | +62.7% | -64.7% | +127.4% | +96.5% |
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