+85.9%
EEM vs CMI
+150.2%
-64.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.8% |
| 7D | -1.3% | -0.7% | -0.5% | -1.0% |
| 30D | +2.1% | -12.4% | +14.5% | +7.0% |
| 3M | +1.0% | -14.8% | +15.8% | +6.9% |
| 6M | +15.9% | +0.8% | +15.1% | +15.6% |
| YTD | +24.6% | +10.2% | +14.5% | +20.3% |
| 1Y | +32.3% | +37.4% | -5.2% | +18.7% |
| 3Y | +85.9% | +153.3% | -67.4% | +32.7% |
| All | +85.9% | +150.2% | -64.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling