+1,087.5%
EMR vs CSGP
+3,520.0%
-2,432.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.7% |
| 7D | +1.6% | +18.3% | -16.7% | -1.7% |
| 30D | +5.0% | +17.8% | -12.8% | +1.0% |
| 3M | +7.7% | +9.3% | -1.6% | +4.7% |
| 6M | +26.8% | -7.9% | +34.7% | +26.4% |
| YTD | +29.9% | -51.5% | +81.4% | +45.9% |
| 1Y | +25.7% | -53.3% | +79.0% | +42.1% |
| 3Y | +95.4% | -57.9% | +153.3% | +123.4% |
| 5Y | +93.7% | -61.3% | +155.0% | +121.5% |
| 10Y | +340.4% | +77.5% | +262.9% | +278.7% |
| All | +1,087.5% | +3,520.0% | -2,432.5% | +577.1% |
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