+17.8%
EEM vs CDE
-3.1%
+20.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.9% |
| 7D | +2.0% | -2.0% | +3.9% | +2.4% |
| 30D | +5.1% | +15.7% | -10.6% | +0.9% |
| 3M | +4.6% | +30.5% | -25.9% | -3.9% |
| 6M | +17.8% | -7.4% | +25.2% | +16.6% |
| All | +17.8% | -3.1% | +20.9% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling