+128.5%
EEM vs CDE
+61.6%
+66.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.3% | -3.1% | +1.9% | -0.9% |
| 30D | +2.1% | +9.5% | -7.4% | +0.9% |
| 3M | +1.0% | +25.5% | -24.5% | -2.1% |
| 6M | +15.9% | -7.9% | +23.8% | +15.8% |
| YTD | +24.6% | +15.6% | +9.1% | +20.7% |
| 1Y | +32.3% | +34.0% | -1.8% | +25.0% |
| 3Y | +85.9% | +791.9% | -706.0% | +36.4% |
| 5Y | +45.4% | +197.7% | -152.4% | +15.2% |
| All | +128.5% | +61.6% | +66.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling