-3.1%
CMG vs EEM
+45.2%
-48.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -1.4% |
| 30D | +10.9% | +2.1% | +8.8% | +9.6% |
| 3M | +15.8% | +1.0% | +14.8% | +14.0% |
| 6M | +6.9% | +15.9% | -9.0% | -5.0% |
| YTD | -2.2% | +24.6% | -26.8% | -17.8% |
| 1Y | -7.1% | +32.3% | -39.4% | -25.1% |
| 3Y | -7.1% | +85.9% | -93.0% | -42.3% |
| All | -3.1% | +45.2% | -48.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling