+98.4%
EEM vs CF
+561.7%
-463.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -2.8% | -3.2% | +0.4% | -2.4% |
| 30D | -11.9% | +4.3% | -16.3% | -12.6% |
| 3M | -8.8% | +2.8% | -11.6% | -9.5% |
| 6M | -11.6% | +0.6% | -12.2% | -12.5% |
| YTD | +9.0% | +56.6% | -47.6% | -2.0% |
| 1Y | +10.6% | +49.6% | -39.0% | +0.2% |
| 3Y | +64.4% | +61.5% | +2.9% | +44.0% |
| 5Y | +31.0% | +124.0% | -92.9% | +1.4% |
| All | +98.4% | +561.7% | -463.3% | +31.2% |
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