+121.1%
EEM vs CL
+88.0%
+33.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +2.7% | +3.2% | -0.5% | +2.0% |
| 30D | -5.4% | +8.0% | -13.4% | -7.0% |
| 3M | -8.6% | +7.9% | -16.5% | -10.3% |
| 6M | -8.9% | +14.7% | -23.6% | -12.2% |
| YTD | +11.9% | +29.2% | -17.2% | +4.4% |
| 1Y | +13.1% | +29.5% | -16.5% | +5.3% |
| 3Y | +70.7% | +40.7% | +30.0% | +52.1% |
| 5Y | +31.8% | +43.9% | -12.1% | +15.0% |
| All | +121.1% | +88.0% | +33.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling