+109.6%
EEM vs CB
+246.2%
-136.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | -8.6% | +6.5% | -15.2% | -10.3% |
| 3M | -7.0% | +4.1% | -11.1% | -8.3% |
| 6M | -9.7% | +14.4% | -24.1% | -14.0% |
| YTD | +12.1% | +17.5% | -5.4% | +5.6% |
| 1Y | +14.1% | +27.5% | -13.5% | +4.5% |
| 3Y | +72.1% | +71.6% | +0.5% | +40.1% |
| 5Y | +34.1% | +100.6% | -66.5% | +1.4% |
| 10Y | +109.6% | +243.0% | -133.4% | +30.1% |
| All | +109.6% | +246.2% | -136.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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