-32.5%
CBRS vs EEM
+3.1%
-35.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +7.8% |
| 7D | +17.3% | +2.3% | +15.0% | +14.0% |
| 30D | -2.0% | +4.5% | -6.5% | -6.6% |
| 3M | -2.5% | -0.1% | -2.4% | -7.8% |
| All | -32.5% | +3.1% | -35.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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 · Available span rolling