+854.3%
EEM vs CI
+1,972.3%
-1,118.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +4.5% | +4.4% | +0.1% | +3.0% |
| 3M | -0.1% | +0.7% | -0.7% | -0.9% |
| 6M | +16.9% | +0.3% | +16.6% | +15.5% |
| YTD | +26.2% | +3.8% | +22.4% | +23.1% |
| 1Y | +40.5% | -5.5% | +46.0% | +39.6% |
| 3Y | +86.2% | +8.1% | +78.1% | +70.9% |
| 5Y | +45.5% | +42.8% | +2.7% | +18.1% |
| 10Y | +128.6% | +143.9% | -15.2% | +42.4% |
| All | +854.3% | +1,972.3% | -1,118.1% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling