+98.5%
EEM vs CG
+278.1%
-179.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.2% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | -7.0% | +5.7% | -12.7% | -8.7% |
| 3M | -8.0% | -17.9% | +9.9% | -3.1% |
| 6M | -6.6% | -20.2% | +13.6% | -1.1% |
| YTD | +12.3% | -32.0% | +44.3% | +23.7% |
| 1Y | +12.2% | -27.0% | +39.2% | +20.8% |
| 3Y | +71.2% | +42.8% | +28.5% | +43.7% |
| 5Y | +32.2% | -23.4% | +55.7% | +29.8% |
| 10Y | +120.3% | +278.2% | -157.9% | +25.4% |
| All | +98.5% | +278.1% | -179.6% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling