+132.3%
EEM vs CI
+143.6%
-11.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | +5.1% | +0.5% | +4.6% | +4.9% |
| 3M | +4.6% | -5.2% | +9.8% | +5.4% |
| 6M | +17.8% | +4.3% | +13.4% | +15.8% |
| YTD | +25.8% | +2.8% | +23.0% | +24.0% |
| 1Y | +36.4% | -5.8% | +42.2% | +36.1% |
| 3Y | +90.0% | +4.7% | +85.3% | +79.9% |
| 5Y | +46.6% | +42.7% | +3.9% | +23.5% |
| 10Y | +132.3% | +141.0% | -8.7% | +68.4% |
| All | +132.3% | +143.6% | -11.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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