+747.7%
EEM vs CL
+507.1%
+240.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.1% |
| 7D | -0.1% | +0.5% | -0.7% | -0.5% |
| 30D | -8.6% | +11.6% | -20.2% | -14.2% |
| 3M | -7.0% | +5.6% | -12.6% | -10.3% |
| 6M | -9.7% | +13.2% | -22.9% | -17.1% |
| YTD | +12.1% | +26.9% | -14.8% | -4.1% |
| 1Y | +14.1% | +27.3% | -13.3% | -2.9% |
| 3Y | +72.1% | +39.7% | +32.4% | +33.6% |
| 5Y | +34.1% | +41.3% | -7.2% | +0.3% |
| 10Y | +109.6% | +76.3% | +33.3% | +25.3% |
| All | +747.7% | +507.1% | +240.7% | +122.4% |
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