-7.3%
CMG vs EEM
+83.8%
-91.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +1.0% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | +12.9% | +2.4% | +10.5% | +11.9% |
| 3M | +18.8% | +4.2% | +14.6% | +15.9% |
| 6M | +4.1% | +14.8% | -10.7% | -4.9% |
| YTD | -2.4% | +23.1% | -25.5% | -14.6% |
| 1Y | -6.7% | +32.5% | -39.2% | -21.6% |
| All | -7.3% | +83.8% | -91.2% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling