+128.5%
EEM vs CNC
+99.9%
+28.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -1.3% | -0.9% | -0.3% | -1.1% |
| 30D | +2.1% | -1.0% | +3.0% | +2.1% |
| 3M | +1.0% | +4.5% | -3.5% | +0.2% |
| 6M | +15.9% | +85.2% | -69.3% | +5.5% |
| YTD | +24.6% | +61.4% | -36.8% | +15.1% |
| 1Y | +32.3% | +94.9% | -62.6% | +18.0% |
| 3Y | +85.9% | 0.0% | +85.9% | +77.8% |
| 5Y | +45.4% | +11.2% | +34.2% | +32.3% |
| All | +128.5% | +99.9% | +28.6% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling