+13.1%
EEM vs CHRW
-11.0%
+24.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | +7.3% | -4.6% | +2.2% |
| 30D | -5.4% | -3.6% | -1.8% | -5.4% |
| 3M | -8.6% | -9.6% | +0.9% | -8.4% |
| 6M | -8.9% | -17.0% | +8.1% | -8.6% |
| YTD | +11.9% | -15.4% | +27.4% | +7.5% |
| 1Y | +13.1% | -10.0% | +23.1% | +6.4% |
| All | +13.1% | -11.0% | +24.1% | +6.4% |
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