+83.3%
EMR vs CSGP
-62.1%
+145.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.3% |
| 7D | -4.8% | +13.9% | -18.7% | -7.3% |
| 30D | +0.7% | +16.0% | -15.2% | -3.2% |
| 3M | +0.4% | +6.1% | -5.7% | -2.0% |
| 6M | +18.4% | -8.2% | +26.6% | +18.7% |
| YTD | +23.9% | -52.3% | +76.2% | +48.1% |
| 1Y | +24.7% | -54.5% | +79.2% | +50.9% |
| 3Y | +86.4% | -58.6% | +145.0% | +127.4% |
| 5Y | +83.3% | -61.5% | +144.8% | +135.5% |
| All | +83.3% | -62.1% | +145.4% | +135.5% |
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