+125.7%
EEM vs CG
+321.9%
-196.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.5% |
| 7D | -0.7% | -9.8% | +9.1% | +2.3% |
| 30D | +2.4% | -10.3% | +12.7% | +5.5% |
| 3M | +4.2% | -1.7% | +5.8% | +4.2% |
| 6M | +14.8% | -9.8% | +24.6% | +17.5% |
| YTD | +23.1% | -25.6% | +48.7% | +32.5% |
| 1Y | +32.5% | -32.5% | +65.1% | +46.2% |
| 3Y | +85.9% | +45.6% | +40.2% | +54.3% |
| 5Y | +43.6% | +3.7% | +39.9% | +27.7% |
| All | +125.7% | +321.9% | -196.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling