+91.0%
EEM vs CFG
+193.0%
-102.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.1% | +2.7% | +0.4% | +2.5% |
| 30D | +4.9% | -3.7% | +8.5% | +5.6% |
| 3M | +5.2% | +9.5% | -4.2% | +3.0% |
| 6M | +20.7% | +22.2% | -1.5% | +15.4% |
| YTD | +26.5% | +22.3% | +4.1% | +20.8% |
| 1Y | +37.8% | +39.4% | -1.6% | +28.2% |
| 3Y | +91.0% | +188.5% | -97.5% | +49.9% |
| All | +91.0% | +193.0% | -102.0% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling