+47.0%
EEM vs CFG
+100.9%
-53.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +5.2% | +9.5% | -4.2% | +2.8% |
| 6M | +20.7% | +22.2% | -1.5% | +14.9% |
| YTD | +26.5% | +22.3% | +4.1% | +20.2% |
| 1Y | +37.8% | +39.4% | -1.6% | +27.0% |
| 3Y | +91.0% | +188.5% | -97.5% | +44.4% |
| 5Y | +47.0% | +101.5% | -54.5% | +21.5% |
| All | +47.0% | +100.9% | -53.9% | +21.5% |
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