+12.1%
EEM vs CB
+28.5%
-16.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.6% |
| 7D | -0.1% | -1.5% | +1.4% | -0.9% |
| 30D | -8.6% | +6.5% | -15.2% | -5.2% |
| 3M | -7.0% | +4.1% | -11.1% | -4.6% |
| 6M | -9.7% | +14.4% | -24.1% | -2.4% |
| YTD | +12.1% | +17.5% | -5.4% | +22.9% |
| All | +12.1% | +28.5% | -16.4% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling