+85.9%
EEM vs CDE
+807.6%
-721.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.3% | -3.1% | +1.9% | -0.8% |
| 30D | +2.1% | +9.5% | -7.4% | +0.7% |
| 3M | +1.0% | +25.5% | -24.5% | -2.5% |
| 6M | +15.9% | -7.9% | +23.8% | +15.3% |
| YTD | +24.6% | +15.6% | +9.1% | +20.5% |
| 1Y | +32.3% | +34.0% | -1.8% | +24.9% |
| 3Y | +85.9% | +791.9% | -706.0% | +40.5% |
| All | +85.9% | +807.6% | -721.7% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling