+88.6%
EEM vs CG
+54.3%
+34.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | +4.9% | -3.2% | +8.0% | +5.4% |
| 3M | +5.2% | +6.2% | -1.0% | +3.5% |
| 6M | +20.7% | -4.7% | +25.4% | +21.3% |
| YTD | +26.5% | -20.6% | +47.1% | +31.5% |
| 1Y | +37.8% | -26.4% | +64.2% | +45.1% |
| All | +88.6% | +54.3% | +34.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling