+125.6%
EEM vs CL
+51.8%
+73.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.1% | -1.4% | +4.4% | +3.4% |
| 30D | +4.9% | -5.2% | +10.1% | +6.1% |
| 3M | +5.2% | +3.3% | +1.9% | +3.9% |
| 6M | +20.7% | -4.4% | +25.1% | +21.3% |
| YTD | +26.5% | +13.9% | +12.5% | +21.2% |
| 1Y | +37.8% | +7.6% | +30.2% | +33.9% |
| 3Y | +91.0% | +29.6% | +61.4% | +71.8% |
| 5Y | +47.0% | +28.1% | +19.0% | +31.0% |
| 10Y | +125.6% | +53.4% | +72.2% | +88.7% |
| All | +125.6% | +51.8% | +73.7% | +88.7% |
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