+121.1%
EEM vs CFG
+216.2%
-95.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.9% |
| 30D | -5.4% | +5.1% | -10.5% | -6.6% |
| 3M | -8.6% | -11.2% | +2.6% | -5.9% |
| 6M | -8.9% | +9.6% | -18.4% | -11.3% |
| YTD | +11.9% | +15.0% | -3.0% | +7.4% |
| 1Y | +13.1% | +29.9% | -16.8% | +5.1% |
| 3Y | +70.7% | +192.1% | -121.4% | +25.2% |
| 5Y | +31.8% | +62.3% | -30.5% | +10.3% |
| All | +121.1% | +216.2% | -95.1% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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