+45.0%
EEM vs CBOE
+136.7%
-91.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.3% |
| 7D | -1.3% | -5.8% | +4.6% | -1.2% |
| 30D | +2.1% | -3.1% | +5.2% | +2.1% |
| 3M | +1.0% | -4.8% | +5.8% | +1.2% |
| 6M | +15.9% | -0.6% | +16.5% | +15.5% |
| YTD | +24.6% | +12.8% | +11.9% | +22.8% |
| 1Y | +32.3% | +19.8% | +12.5% | +29.5% |
| 3Y | +85.9% | +86.9% | -1.0% | +66.8% |
| All | +45.0% | +136.7% | -91.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling