+85.9%
EEM vs CAH
+176.8%
-90.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.3% | -5.1% | +3.8% | -1.1% |
| 30D | +2.1% | +0.2% | +1.9% | +2.1% |
| 3M | +1.0% | +6.3% | -5.3% | +0.8% |
| 6M | +15.9% | +9.4% | +6.5% | +15.6% |
| YTD | +24.6% | +15.0% | +9.7% | +24.0% |
| 1Y | +32.3% | +55.4% | -23.2% | +29.0% |
| 3Y | +85.9% | +173.8% | -87.9% | +70.3% |
| All | +85.9% | +176.8% | -90.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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