+724.1%
EEM vs CB
+1,846.4%
-1,122.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.1% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -11.9% | +9.1% | -21.0% | -15.9% |
| 3M | -8.8% | +3.4% | -12.2% | -10.7% |
| 6M | -11.6% | +14.1% | -25.7% | -18.8% |
| YTD | +9.0% | +18.0% | -9.0% | -2.0% |
| 1Y | +10.6% | +30.1% | -19.6% | -5.7% |
| 3Y | +64.4% | +71.8% | -7.4% | +17.8% |
| 5Y | +31.0% | +101.8% | -70.8% | -16.2% |
| 10Y | +105.6% | +252.1% | -146.6% | -12.5% |
| All | +724.1% | +1,846.4% | -1,122.3% | +54.4% |
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