+121.1%
EEM vs CHRW
+128.6%
-7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | +7.3% | -4.6% | +1.4% |
| 30D | -5.4% | -3.6% | -1.8% | -5.0% |
| 3M | -8.6% | -9.6% | +0.9% | -7.5% |
| 6M | -8.9% | -17.0% | +8.1% | -7.0% |
| YTD | +11.9% | -15.4% | +27.4% | +12.8% |
| 1Y | +13.1% | -10.0% | +23.1% | +12.4% |
| 3Y | +70.7% | +82.2% | -11.5% | +39.9% |
| 5Y | +31.8% | +59.4% | -27.6% | +9.3% |
| All | +121.1% | +128.6% | -7.5% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling