+132.3%
EEM vs CFG
+308.1%
-175.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +5.1% | -4.5% | +9.6% | +6.3% |
| 3M | +4.6% | +6.3% | -1.7% | +2.7% |
| 6M | +17.8% | +20.6% | -2.8% | +12.0% |
| YTD | +25.8% | +21.2% | +4.6% | +19.3% |
| 1Y | +36.4% | +38.2% | -1.8% | +24.8% |
| 3Y | +90.0% | +185.9% | -95.9% | +40.3% |
| 5Y | +46.6% | +97.0% | -50.4% | +16.5% |
| 10Y | +132.3% | +306.8% | -174.6% | +45.2% |
| All | +132.3% | +308.1% | -175.9% | +45.2% |
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