+72.1%
EEM vs CI
+6.0%
+66.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | -0.1% | +0.1% | -0.3% | -0.1% |
| 30D | -8.6% | +4.7% | -13.3% | -8.6% |
| 3M | -7.0% | +5.2% | -12.2% | -7.0% |
| 6M | -9.7% | +3.8% | -13.5% | -9.7% |
| YTD | +12.1% | +9.2% | +2.9% | +12.0% |
| 1Y | +14.1% | +14.3% | -0.2% | +13.8% |
| 3Y | +72.1% | +8.4% | +63.7% | +72.6% |
| All | +72.1% | +6.0% | +66.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling