+91.0%
EEM vs CB
+74.3%
+16.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.4% |
| 30D | +4.5% | -3.1% | +7.6% | +4.3% |
| 3M | -0.1% | +9.0% | -9.0% | -0.1% |
| 6M | +16.9% | +2.9% | +14.1% | +17.3% |
| YTD | +26.2% | +10.1% | +16.1% | +26.0% |
| 1Y | +40.5% | +22.8% | +17.7% | +38.7% |
| All | +91.0% | +74.3% | +16.7% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling