+37.8%
EEM vs CL
+6.7%
+31.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | +3.1% | -1.4% | +4.4% | +2.8% |
| 30D | +4.9% | -5.2% | +10.1% | +4.0% |
| 3M | +5.2% | +3.3% | +1.9% | +5.0% |
| 6M | +20.7% | -4.4% | +25.1% | +19.1% |
| YTD | +26.5% | +13.9% | +12.5% | +30.6% |
| 1Y | +37.8% | +7.6% | +30.2% | +44.5% |
| All | +37.8% | +6.7% | +31.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling