+123.0%
EEM vs CG
+351.2%
-228.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.3% |
| 7D | +2.3% | -4.3% | +6.6% | +3.6% |
| 30D | +4.5% | -5.1% | +9.6% | +5.9% |
| 3M | -0.1% | +8.7% | -8.7% | -2.9% |
| 6M | +16.9% | -9.2% | +26.2% | +19.4% |
| YTD | +26.2% | -18.9% | +45.1% | +32.5% |
| 1Y | +40.5% | -25.6% | +66.1% | +50.6% |
| 3Y | +86.2% | +57.3% | +28.9% | +52.3% |
| 5Y | +45.5% | +10.2% | +35.3% | +27.8% |
| 10Y | +128.6% | +364.2% | -235.6% | +22.9% |
| All | +123.0% | +351.2% | -228.2% | +17.5% |
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