+124.6%
EEM vs CF
+575.3%
-450.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +2.3% |
| 7D | +2.3% | +6.0% | -3.7% | +1.4% |
| 30D | +4.5% | +14.8% | -10.3% | +2.3% |
| 3M | -0.1% | +14.1% | -14.1% | -2.3% |
| 6M | +16.9% | +28.5% | -11.6% | +10.1% |
| YTD | +26.2% | +74.9% | -48.7% | +12.0% |
| 1Y | +40.5% | +61.7% | -21.2% | +26.2% |
| 3Y | +86.2% | +80.3% | +5.9% | +60.6% |
| 5Y | +45.5% | +226.0% | -180.5% | +3.8% |
| All | +124.6% | +575.3% | -450.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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