+851.2%
EEM vs CMI
+15,693.3%
-14,842.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +2.0% | +0.7% | +1.3% | +1.6% |
| 30D | +5.1% | -12.3% | +17.4% | +11.6% |
| 3M | +4.6% | -16.8% | +21.4% | +13.5% |
| 6M | +17.8% | +1.5% | +16.2% | +16.0% |
| YTD | +25.8% | +9.8% | +16.0% | +18.7% |
| 1Y | +36.4% | +42.6% | -6.2% | +13.1% |
| 3Y | +90.0% | +151.0% | -61.0% | +17.2% |
| 5Y | +46.6% | +167.0% | -120.5% | -14.5% |
| 10Y | +132.3% | +512.2% | -379.9% | -15.4% |
| All | +851.2% | +15,693.3% | -14,842.1% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling