+107.2%
EEM vs CFG
+396.4%
-289.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | +4.5% | -3.8% | +8.4% | +5.6% |
| 3M | -0.1% | +11.5% | -11.5% | -3.1% |
| 6M | +16.9% | +19.2% | -2.2% | +11.3% |
| YTD | +26.2% | +23.7% | +2.5% | +18.7% |
| 1Y | +40.5% | +38.8% | +1.7% | +27.8% |
| 3Y | +86.2% | +178.9% | -92.7% | +36.5% |
| 5Y | +45.5% | +101.8% | -56.3% | +13.6% |
| 10Y | +128.6% | +317.3% | -188.6% | +26.7% |
| All | +107.2% | +396.4% | -289.1% | +9.2% |
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 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