+85.9%
EEM vs CNC
+1.2%
+84.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | +2.1% | -1.0% | +3.0% | +2.1% |
| 3M | +1.0% | +4.5% | -3.5% | +0.9% |
| 6M | +15.9% | +85.2% | -69.3% | +14.1% |
| YTD | +24.6% | +61.4% | -36.8% | +23.0% |
| 1Y | +32.3% | +94.9% | -62.6% | +29.7% |
| 3Y | +85.9% | 0.0% | +85.9% | +85.6% |
| All | +85.9% | +1.2% | +84.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling