+10.6%
EEM vs CF
+46.5%
-36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.4% |
| 7D | -2.8% | -3.2% | +0.4% | -3.2% |
| 30D | -11.9% | +4.3% | -16.3% | -10.9% |
| 3M | -8.8% | +2.8% | -11.6% | -7.6% |
| 6M | -11.6% | +0.6% | -12.2% | -10.6% |
| YTD | +9.0% | +56.6% | -47.6% | +7.8% |
| 1Y | +10.6% | +49.6% | -39.0% | +10.0% |
| All | +10.6% | +46.5% | -36.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling