+29.8%
EEM vs CFG
+61.2%
-31.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -11.9% | +1.1% | -13.0% | -12.1% |
| 3M | -8.8% | -12.0% | +3.2% | -6.1% |
| 6M | -11.6% | -2.2% | -9.4% | -11.5% |
| YTD | +9.0% | +11.4% | -2.4% | +5.8% |
| 1Y | +10.6% | +27.8% | -17.3% | +3.9% |
| 3Y | +64.4% | +173.3% | -108.9% | +25.6% |
| All | +29.8% | +61.2% | -31.4% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling