+854.3%
EEM vs CHRW
+1,302.4%
-448.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | +4.5% | -3.5% | +8.0% | +5.8% |
| 3M | -0.1% | -19.4% | +19.3% | +7.1% |
| 6M | +16.9% | -21.4% | +38.3% | +25.6% |
| YTD | +26.2% | -7.1% | +33.4% | +24.9% |
| 1Y | +40.5% | +17.8% | +22.7% | +23.8% |
| 3Y | +86.2% | +78.8% | +7.4% | +29.5% |
| 5Y | +45.5% | +83.5% | -38.1% | -5.0% |
| 10Y | +128.6% | +160.2% | -31.6% | +14.5% |
| All | +854.3% | +1,302.4% | -448.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling