+114.1%
EEM vs CI
+147.8%
-33.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.4% |
| 30D | -9.3% | +7.3% | -16.7% | -10.7% |
| 3M | -7.1% | +9.5% | -16.5% | -9.0% |
| 6M | -10.4% | +6.4% | -16.8% | -12.2% |
| YTD | +11.3% | +12.0% | -0.7% | +7.5% |
| 1Y | +11.3% | +20.1% | -8.8% | +5.7% |
| 3Y | +69.6% | +9.6% | +60.1% | +59.5% |
| 5Y | +33.6% | +52.7% | -19.1% | +10.9% |
| 10Y | +114.1% | +150.3% | -36.1% | +47.5% |
| All | +114.1% | +147.8% | -33.7% | +47.5% |
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