+856.1%
EEM vs CAH
+846.9%
+9.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.2% |
| 7D | +3.1% | +0.5% | +2.6% | +2.9% |
| 30D | +4.9% | +1.7% | +3.1% | +4.0% |
| 3M | +5.2% | +17.9% | -12.6% | -1.5% |
| 6M | +20.7% | +10.9% | +9.8% | +15.0% |
| YTD | +26.5% | +17.9% | +8.6% | +17.2% |
| 1Y | +37.8% | +61.7% | -23.8% | +11.9% |
| 3Y | +91.0% | +183.7% | -92.8% | +20.8% |
| 5Y | +47.0% | +401.3% | -354.3% | -28.6% |
| 10Y | +125.6% | +293.7% | -168.1% | +9.0% |
| All | +856.1% | +846.9% | +9.1% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling