+964.8%
EMR vs CSGP
+3,334.4%
-2,369.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.2% |
| 7D | -1.5% | -4.1% | +2.5% | -0.7% |
| 30D | -5.6% | +2.3% | -7.9% | -6.3% |
| 3M | +7.9% | -8.2% | +16.1% | +8.9% |
| 6M | +6.0% | -35.1% | +41.1% | +14.0% |
| YTD | +16.4% | -54.0% | +70.5% | +33.3% |
| 1Y | +16.6% | -65.3% | +81.9% | +40.8% |
| 3Y | +62.9% | -62.6% | +125.4% | +91.9% |
| 5Y | +60.1% | -64.8% | +124.9% | +87.7% |
| 10Y | +268.7% | +45.1% | +223.7% | +231.1% |
| All | +964.8% | +3,334.4% | -2,369.7% | +518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling