+724.1%
EEM vs CL
+498.5%
+225.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.6% |
| 30D | -11.9% | +11.4% | -23.3% | -17.3% |
| 3M | -8.8% | +4.4% | -13.2% | -11.5% |
| 6M | -11.6% | +10.8% | -22.4% | -18.0% |
| YTD | +9.0% | +25.1% | -16.1% | -6.1% |
| 1Y | +10.6% | +28.0% | -17.4% | -6.2% |
| 3Y | +64.4% | +37.6% | +26.7% | +28.5% |
| 5Y | +31.0% | +39.7% | -8.7% | -1.4% |
| 10Y | +105.6% | +75.8% | +29.8% | +22.7% |
| All | +724.1% | +498.5% | +225.6% | +117.8% |
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