-8.1%
EEM vs CI
+5.0%
-13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.3% |
| 30D | -6.2% | +6.4% | -12.6% | -4.0% |
| 3M | -5.2% | +10.7% | -15.9% | -1.5% |
| 6M | -8.1% | +5.5% | -13.6% | -5.5% |
| All | -8.1% | +5.0% | -13.1% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling