+746.2%
EEM vs CHRW
+1,177.2%
-431.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | +7.3% | -4.6% | -0.1% |
| 30D | -5.4% | -3.6% | -1.8% | -4.5% |
| 3M | -8.6% | -9.6% | +0.9% | -6.3% |
| 6M | -8.9% | -17.0% | +8.1% | -5.1% |
| YTD | +11.9% | -15.4% | +27.4% | +13.4% |
| 1Y | +13.1% | -10.0% | +23.1% | +11.5% |
| 3Y | +70.7% | +82.2% | -11.5% | +15.6% |
| 5Y | +31.8% | +59.4% | -27.6% | -9.5% |
| 10Y | +119.5% | +129.7% | -10.2% | +14.7% |
| All | +746.2% | +1,177.2% | -431.0% | +99.4% |
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 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