+15.0%
EEM vs CHRW
-10.6%
+25.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -3.0% | +4.9% | -7.9% | -3.2% |
| 30D | -10.3% | -4.8% | -5.5% | -10.2% |
| 3M | -6.6% | -13.1% | +6.5% | -6.0% |
| 6M | -3.4% | -16.3% | +13.0% | -3.2% |
| YTD | +13.2% | -15.8% | +29.0% | +8.8% |
| 1Y | +15.0% | -11.1% | +26.1% | +8.3% |
| All | +15.0% | -10.6% | +25.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling