+854.3%
EEM vs CL
+447.1%
+407.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.5% |
| 30D | +4.5% | -4.8% | +9.4% | +7.2% |
| 3M | -0.1% | +4.9% | -5.0% | -3.9% |
| 6M | +16.9% | -5.7% | +22.7% | +19.0% |
| YTD | +26.2% | +14.4% | +11.8% | +14.7% |
| 1Y | +40.5% | +8.7% | +31.8% | +30.6% |
| 3Y | +86.2% | +30.0% | +56.2% | +50.2% |
| 5Y | +45.5% | +28.4% | +17.1% | +14.9% |
| 10Y | +128.6% | +50.1% | +78.5% | +51.9% |
| All | +854.3% | +447.1% | +407.2% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling