+123.6%
EEM vs CL
+83.5%
+40.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -6.2% | +9.5% | -15.7% | -8.1% |
| 3M | -5.2% | +6.8% | -12.0% | -6.7% |
| 6M | -8.1% | +14.3% | -22.4% | -11.5% |
| YTD | +14.0% | +26.3% | -12.3% | +6.9% |
| 1Y | +13.8% | +25.6% | -11.7% | +6.8% |
| 3Y | +73.7% | +38.5% | +35.3% | +55.2% |
| 5Y | +34.6% | +40.7% | -6.2% | +18.0% |
| 10Y | +123.6% | +83.1% | +40.5% | +77.7% |
| All | +123.6% | +83.5% | +40.0% | +77.7% |
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