+143.8%
EEM vs CBOE
+1,025.9%
-882.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +3.1% | -4.6% | +7.7% | +4.0% |
| 30D | +4.9% | +2.6% | +2.2% | +4.2% |
| 3M | +5.2% | +4.9% | +0.3% | +3.5% |
| 6M | +20.7% | -2.2% | +22.9% | +19.6% |
| YTD | +26.5% | +17.7% | +8.7% | +20.0% |
| 1Y | +37.8% | +26.1% | +11.8% | +28.6% |
| 3Y | +91.0% | +97.1% | -6.1% | +56.8% |
| 5Y | +47.0% | +149.2% | -102.1% | +12.2% |
| 10Y | +125.6% | +385.1% | -259.5% | +37.8% |
| All | +143.8% | +1,025.9% | -882.2% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling