+4,005.7%
CMG vs EEM
+211.6%
+3,794.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +1.3% |
| 7D | -3.8% | -0.7% | -3.1% | -3.5% |
| 30D | +12.9% | +2.4% | +10.5% | +11.5% |
| 3M | +18.8% | +4.2% | +14.6% | +15.5% |
| 6M | +4.1% | +14.8% | -10.7% | -4.6% |
| YTD | -2.4% | +23.1% | -25.5% | -13.8% |
| 1Y | -6.7% | +32.5% | -39.2% | -20.7% |
| 3Y | -7.1% | +85.9% | -93.0% | -33.9% |
| 5Y | -5.0% | +43.6% | -48.5% | -23.0% |
| 10Y | +323.5% | +127.2% | +196.3% | +170.6% |
| All | +4,005.7% | +211.6% | +3,794.0% | +1,992.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling