+830.6%
EEM vs CDE
+56.6%
+774.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.7% |
| 7D | -0.7% | -6.1% | +5.4% | +0.3% |
| 30D | +2.4% | +9.5% | -7.1% | +0.7% |
| 3M | +4.2% | +32.0% | -27.8% | -1.1% |
| 6M | +14.8% | -12.8% | +27.6% | +15.6% |
| YTD | +23.1% | +14.2% | +8.9% | +17.7% |
| 1Y | +32.5% | +36.3% | -3.8% | +21.6% |
| 3Y | +85.9% | +821.4% | -735.5% | +16.3% |
| 5Y | +43.6% | +194.3% | -150.7% | +1.8% |
| 10Y | +127.2% | +53.2% | +74.0% | +48.9% |
| All | +830.6% | +56.6% | +774.0% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling