+43.6%
EEM vs CAG
-42.8%
+86.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -2.1% |
| 7D | -0.7% | -5.9% | +5.2% | -0.7% |
| 30D | +2.4% | -1.5% | +3.9% | +2.4% |
| 3M | +4.2% | +11.5% | -7.3% | +4.0% |
| 6M | +14.8% | -15.7% | +30.5% | +16.1% |
| YTD | +23.1% | -10.2% | +33.3% | +24.1% |
| 1Y | +32.5% | -18.1% | +50.6% | +34.3% |
| 3Y | +85.9% | -39.4% | +125.3% | +90.6% |
| 5Y | +43.6% | -42.6% | +86.2% | +49.2% |
| All | +43.6% | -42.8% | +86.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling