+125.6%
EEM vs CB
+214.7%
-89.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | +4.9% | -3.9% | +8.8% | +5.9% |
| 3M | +5.2% | +4.9% | +0.3% | +3.1% |
| 6M | +20.7% | +3.3% | +17.4% | +18.4% |
| YTD | +26.5% | +8.5% | +18.0% | +21.9% |
| 1Y | +37.8% | +22.1% | +15.8% | +27.5% |
| 3Y | +91.0% | +70.1% | +20.8% | +54.7% |
| 5Y | +47.0% | +97.4% | -50.4% | +10.8% |
| 10Y | +125.6% | +216.8% | -91.3% | +36.1% |
| All | +125.6% | +214.7% | -89.1% | +36.1% |
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