+128.5%
EEM vs CAG
-36.2%
+164.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | -5.7% | +4.4% | -0.8% |
| 30D | +2.1% | -2.4% | +4.5% | +2.2% |
| 3M | +1.0% | +9.8% | -8.8% | +0.1% |
| 6M | +15.9% | -10.8% | +26.8% | +17.0% |
| YTD | +24.6% | -10.8% | +35.5% | +25.6% |
| 1Y | +32.3% | -19.0% | +51.2% | +34.5% |
| 3Y | +85.9% | -39.7% | +125.6% | +93.6% |
| 5Y | +45.4% | -43.0% | +88.3% | +51.6% |
| All | +128.5% | -36.2% | +164.7% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling