+30.4%
EEM vs CI
+48.1%
-17.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.3% |
| 7D | -2.8% | -1.6% | -1.2% | -2.7% |
| 30D | -11.9% | +5.4% | -17.3% | -12.2% |
| 3M | -8.8% | +7.3% | -16.0% | -9.1% |
| 6M | -11.6% | +5.3% | -16.9% | -12.1% |
| YTD | +9.0% | +8.5% | +0.5% | +8.1% |
| 1Y | +10.6% | +17.1% | -6.5% | +9.0% |
| 3Y | +64.4% | +1.4% | +62.9% | +62.5% |
| All | +30.4% | +48.1% | -17.8% | +14.5% |
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 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