+43.6%
EEM vs CAH
+392.8%
-349.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.7% | -5.1% | +4.4% | -0.2% |
| 30D | +2.4% | -1.8% | +4.2% | +2.5% |
| 3M | +4.2% | +9.4% | -5.2% | +3.1% |
| 6M | +14.8% | +9.2% | +5.5% | +13.6% |
| YTD | +23.1% | +15.7% | +7.4% | +21.0% |
| 1Y | +32.5% | +59.7% | -27.2% | +24.7% |
| 3Y | +85.9% | +178.5% | -92.6% | +58.4% |
| 5Y | +43.6% | +398.3% | -354.7% | +5.6% |
| All | +43.6% | +392.8% | -349.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling