+854.3%
EEM vs CB
+1,716.0%
-861.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.8% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | +4.5% | -3.1% | +7.6% | +6.0% |
| 3M | -0.1% | +9.0% | -9.0% | -5.5% |
| 6M | +16.9% | +2.9% | +14.1% | +13.4% |
| YTD | +26.2% | +10.1% | +16.1% | +17.8% |
| 1Y | +40.5% | +22.8% | +17.7% | +23.4% |
| 3Y | +86.2% | +73.8% | +12.4% | +32.5% |
| 5Y | +45.5% | +99.2% | -53.7% | -6.5% |
| 10Y | +128.6% | +218.2% | -89.6% | +2.9% |
| All | +854.3% | +1,716.0% | -861.7% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling