+79.0%
EEM vs CFG
+347.0%
-268.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -8.8% | -12.0% | +3.2% | -5.7% |
| 6M | -11.6% | -2.2% | -9.4% | -11.5% |
| YTD | +9.0% | +11.4% | -2.4% | +5.3% |
| 1Y | +10.6% | +27.8% | -17.3% | +2.9% |
| 3Y | +64.4% | +173.3% | -108.9% | +21.3% |
| 5Y | +31.0% | +62.4% | -31.4% | +8.7% |
| 10Y | +105.6% | +249.6% | -144.0% | +20.5% |
| All | +79.0% | +347.0% | -268.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling