+47.0%
EEM vs CI
+40.1%
+6.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +3.1% | -2.0% | +5.1% | +3.2% |
| 30D | +4.9% | -1.8% | +6.7% | +4.9% |
| 3M | +5.2% | -4.2% | +9.5% | +5.4% |
| 6M | +20.7% | +2.7% | +18.0% | +20.1% |
| YTD | +26.5% | +1.9% | +24.5% | +25.9% |
| 1Y | +37.8% | -6.3% | +44.1% | +37.9% |
| 3Y | +91.0% | +3.9% | +87.1% | +86.6% |
| 5Y | +47.0% | +41.9% | +5.2% | +29.6% |
| All | +47.0% | +40.1% | +6.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling